Prepare dipping sauce by mixing all ingredients until smooth. Cover until serving time. Make a shallow cut lengthwise down back of shrimp; wash out vein. Mix remaining ingredients in medium glass bowl. Add shrimp; stir to coat with marinade. Cover and refrigerate at least 1 hour. Remove shrimp from marinade; reserve marinade. Thread shrimp on 6, 15" metal skewers, leaving space between each. Cover and grill shrimp about 4" from medium coals, 10-20 minutes, turning and brushing 2-3 times with marinade, until shrimp are pink. Serve with sauce, and if desired, lime wedges.