In a medium bowl, add oil, garlic, chili, cumin, paprika, lemon juice, parsley and sherry and mix to combine. Add shrimp to marinade and toss to coat. Cover and place in fridge for 30 minutes or up to 1 day.
Thread 2 shrimp onto each skewer and season wiht salt and pepper.
Heat barbecue to high, then place shrimp skewers on the grill and cook for 2-3 minutes per side.
Once fully cooked, remove shrimp skewers from heat and serve.