Preheat the grill to medium heat.
If using wooden skewers, soak them in cold water for 30 minutes before using.
Pat dry the peeled and deveined shrimp with a paper towel. Drizzle with about a teaspoon of olive oil.
Toss the raw shrimp with the basic barbecue rub so all the shrimp is well coated.
Thread shrimp on skewers in one direction making sure to thread the skewer through two parts of the shrimp.
You can also use two skewers, threading one skewer through the heads of the shrimp and the other skewer through the tails.
Grill on each side until pink for a total of 3 to 5 minutes time.
Line platter or plates with parchment and serve with lime or lemon wedges, cocktail sauce or melted butter.
Store any extra shrimp in an airtight container and store in the refrigerator for one day.