Mix oil, lime juice, cilantro and OLD BAY in small bowl. Place shrimp in large resealable plastic bag. Add marinade; turn to coat well.
Refrigerate for 15 minutes. (Marinate seafood no longer than 30 minutes.) Remove shrimp from marinade. Discard any remaining marinade. Thread shrimp onto skewers.
Grill skewers over medium heat for 2-3 minutes per side or just until shrimp turn pink. Serve shrimp with lime wedges and sprinkle with additional OLD BAY if desired.
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