Pat the shrimp dry and set aside on paper towels to dry completely. You may need to change the paper towel a few times until the shrimp are dry.
Combine remaining ingredients in a bowl. Mix well.
Place shrimp in bowl with yogurt mixture; mix well until shrimp are well coated. Refrigerate for one hour. If using an outdoor grill, soak the wooden skewers first.
Preheat grill to medium- high heat. Thread shrimp onto skewers. Grill for about 2 to 3 minutes per side or until done. Shrimp is done when the color has changed from a glossy gray color to a pink color. Shrimp should also be slightly golden.