If you're using wooden skewers, soak them in warm water for 30 minutes to prevent burning on the grill.
In a medium bowl, whisk together the melted butter, lemon juice, honey, smoked paprika, garlic powder, onion powder, salt, oregano, black pepper, and cayenne until smooth. Remove ¼-1/3 cup of the marinade to a separate bowl and set aside for later.
Add the thawed shrimp to the marinade and stir. Cover and let marinate at room temperature for 20 minutes.
Preheat your grill to medium-high heat. Lightly brush a small amount of vegetable oil over the grill grates to prevent sticking if desired.
Thread the shrimp onto skewers. Grill each skewer for 2-3 minutes per side. Just until shrimp is cooked and no longer transparent.
NOTE: I like to use the easy peel shrimp that have already been deveined to save time. You can grill the shrimp with or without the shell on based on your preference.