If using bamboo skewers, stick them into a vase filled with cold water. This will keep them from shedding splinters (ouch) or bursting into flame on the grill. Mix all marinade ingredients together in a shallow bowl. Add shrimp and toss to coat them. Set aside while you light the bbq and make your aïoli.
Light the bbq. Make your aïoli. Place minced garlic and salt in the bowl of a food processor. Pulse to blend. With the machine running, add the egg yolk. Begin adding the canola oil a soup spoon full at a time. When finished, and with motor still running, add the olive oil in a slow, steady stream. Last, add the lime juice and zest. Turn out into a bowl. Fold in the cilantro. Taste, and adjust seasonings as you wish. Your aïoli should be soft and ready to be draped gently over those lovely shrimp.
Remove shrimp from marinade. Slide three of them onto each skewer. Grill them until almost pink through - it's fine if there is still a line of grey in the center. By the time they drop into your aïoli, they will be done through, and oh so very tender. Slide them onto plates with a beautiful summer salad, top up your glasses of something sparkling, and sit down to a summer's brightly flavored dinner.