If skewers are bamboo or wooden, cover them with water to soak for at least 30 minutes.
In a large bowl, mix together the oil, cilantro, lime juice, garlic, tequila, and salt. Toss in the shrimp until well-coated. Cover and refrigerate for 30 minutes.
Heat grill to 350 degrees F or place cast iron grill pan over medium heat. Arrange the shrimp onto skewers, 3 for small skewers or about 5 for larger.
Place the skewers on preheated grill and cook until pink on each side.
Serve hot with rice, lime slices, and cilantro.