Prepare charcoal for grill. While it is heating, prepare the shrimp. Thaw shrimp in a colander under cool running water. If necessary, remove veins and tails.
Place 6-8 thawed shrimp on each skewer and set on a baking sheet. Brush shrimp with olive oil. Generously sprinkle both sides with Cajun Spice Mix.
Place on hot grill and heat for 4-5 minutes on each side, turning at least once until they turn pink. Remove from grill and serve warm. Serves 4-6.