In a large bowl, whisk together olive oil, lime juice, tequila (if using), honey, garlic, chili powder, salt, and black pepper until well combined.
Add the shrimp to the marinade, tossing to coat evenly. Cover and refrigerate for at least 30 minutes, or up to 2 hours for more flavor.
Preheat your grill to medium-high heat. If using wooden skewers, soak them in water for 30 minutes to prevent burning.
Thread the marinated shrimp onto the skewers, about 4-5 shrimp per skewer.
Grill the shrimp for 2-3 minutes on each side, or until they are opaque and cooked through.
Remove from the grill and sprinkle with chopped cilantro. Serve with lime wedges on the side.