To make the sauce, first, lightly toast the cayenne, paprika, cumin and coriander in a pan. Add this to garlic, cilantro, parsley, mint, salt and juice of lemon, and process it in a food processor. Finally, add oil and process until everything comes together.

Pat the shrimp dry with paper towel and set aside. In a bowl, add corn oil, salt, pepper, cayenne, paprika and mix well. Lightly toss the shrimp to coat well. Thread tightly onto 4-5 metal skewers, alternating the direction of the heads and tails. Place the shrimp skewers on the hotter side of the grill and cook shrimp until lightly charred (about 2-3 minutes). Flip the shrimp and continue to cook the second side until lightly charred and opaque throughout (about 2-3 minutes). Transfer the shrimp onto a serving platter and serve with chermoula sauce and lemon wedges.