Divide the shrimp into four equal portions and skewer them on each of the four rosemary branches. In a large, non-reactive casserole, combine the lemon juice and zest, limoncello, oregano and olive oil and place shrimp in the marinade, turning skewers to make sure that shrimp are well-coated. Cover, place in the refrigerator and allow to marinate for 30 minutes.
Preheat the grill or broiler. If using a charcoal grill, just before beginning to cook the shrimp, scatter the rosemary leaves over the coals. Cook each skewer for three minutes, then turn and cook for 1 minute more, basting with marinade.
