Combine all ingredients except shrimp in a large bowl and mix well. Add shrimp and toss to coat. Cover and refrigerate 4 to 6 hours or overnight.
Spoon shrimp into a serving bowl and serve with toothpicks; or, for a more elegant presentation, skewer each shrimp with a toothpick from tail to head, making a crescent shape, and arrange on a platter.
Makes 30 to 40 shrimp.