Mix together olive oil, lime juice and seasonings in large zip baggie.
Add the raw shrimp to the marinade and refrigerate, covered, for about 2 to 3 hours.
Preheat your grill. Drain the shrimp from the marinade and grill 4 to 5 minutes, or until done. The shrimp may also be broiled. This takes about 8 minutes.
Serve on a platter with lime wedges.
Notes
If preparing this recipe as gluten-free, just be sure to use a brand of Worcestershire sauce that is known to be GF.