Soak the skewers in water for at least a half an hour before grilling.
Marinate the shrimp: In a large bowl whisk together the spices—the paprikas, cumin, garlic, salt, and pepper—and the lime juice and olive oil.
Add the shrimp and toss to coat with the marinade. Keep chilled for half an hour to an hour.
Grill the shrimp: Prepare grill for medium-high direct heat, or heat a grill pan. Thread the shrimp onto skewers (it helps to double thread with two skewers at a time to make it easier to turn over on the grill).
Baste the grill grates with some olive oil so that the shrimp don't stick to the grill.
Grill or cook the shrimp a few minutes per side (2-4, depending on the size of the shrimp), until the shrimp are just cooked through.