Combine shrimp, oil, cilantro, lime juice, garlic, tequila, cayenne pepper, and salt in a large bowl. Cover the bowl with plastic wrap; refrigerate for 30 minutes.

Preheat an outdoor grill for high heat and lightly oil the grate.

Remove shrimp from marinade and shake off excess; discard remaining marinade. Thread shrimp onto the prepared skewers.

Cook on the preheated grill until shrimp turn pink, 2 to 3 minutes per side.