Source : I M Not Sure What The Professionals Do But You Can Insert The Skewer Vertically Through The Shrimp By Starting From The Belly-side Of The Tail And Movi...
I'm not sure what the professionals do, but you can insert the skewer vertically through the shrimp by starting from the belly-side of the tail and moving upward until you reach the crown of the head.
The trick to pushing them through straight is to hold the shrimp with their backs in the palm of your left hand and inserting the skewer by coaxing it in with twisting, rotating motions.
The skewer should be pushed in through the tail. Some restaurants I've been to have served them with the skewers pushed through their backs, but this is the way I prefer.
Sprinkle on the salt.
Place on the grill and cook.