Zest two lemons and set aside for basting butter. Squeeze the juice from the zested lemons to use in the marinade.
Peel and devein shrimp, if needed. Combine 1 quart of water and 1 tablespoon of coarse salt in a large bowl. Add shrimp and allow to soak in the brine for 15 minutes. Rinse with clean water and drain shrimp.
Whisk together lemon juice, olive oil, black pepper, cayenne, chili powder, salt, and two garlic cloves to make marinade.
Toss shrimp with marinade. The shrimp only need to marinate for 10-15 minutes, just long enough to heat the grill.
Soak skewers in water while shrimp are marinating.
Turn on the grill and heat to medium-high, about 400-450°F.
Melt butter and mix with remaining minced garlic clove, the zest of 1-2 lemons, and fresh parsley.
Skewer shrimp and place on grill.
Grill shrimp skewers 2 minutes on each side.
As soon as shrimp begin turning pink and opaque, baste them on each side with the melted butter mixture.
Remove shrimp from the grill and eat!
Notes
You can typically buy raw shrimp in the meat department of the grocery store. Choose large shrimp that are already peeled and deveined. Sometimes, you can even find them pre-skewered. If they are already on skewers, there's no need to remove them to marinade; just marinate them right on the skewers. If you need to thread them up, go ahead and marinate the shrimp loose while simultaneously soaking wooden skewers in water. Soaking the skewers in water will help to keep them from catching fire when they are on the grill.A salt bath, like we do here, is not mandatory, but once you've tried it, you'll notice that it makes a huge difference in the moistness and juiciness of your cooked shrimp. It's an easy step and well worth the (very small) effort. Use kosher salt, which has a very large salt granule. If using table salt, I would use just one teaspoon per quart of water.Be cautious not to baste with garlic butter sauce that had contact with raw shrimp to prevent any food safety concerns. To be safe, finish basting the grilled shrimp skewers and give them a final minute to cooke on each side.Don't walk away: Shrimp cook quickly, so keep a close eye on them during grilling. Since you will start basting them with the butter mixture shortly after starting them on the grill, this will be a pretty hands on grill recipe. Shrimp can become overcooked and dry within minutes, so stay near the grill and flip them promptly to ensure they're perfectly cooked.