Mix the lime and orange juices, zest, tequila, olive oil pepper and salt in a small bowl or jar.
Add the shrimp and marinade to a large zip-top bag and let the shrimp marinate in the refrigerator for at least 30 minutes or up to 90 minutes.
Preheat a gas grill to medium-high heat, about 400°F.
While the grill is preheating, thread the shrimp onto skewers, leaving some space in between each shrimp. Depending on the type of skewer you are using you should be able to get 4-6 shrimp per skewer.
Place the skewers on the hot grill and grill for 2-3 minutes. Flip the shrimp once the first side is pink and the edges on the side facing up are just starting to turn slightly pink. Grill for another 2-3 minutes until shrimp are completely pink and cooked through.
Carefully remove the shrimp from the grill. You can serve the shrimp on the skewers or remove them and either serve immediately or chill and save them for another time.