Toss shrimp with oil, garlic, oregano, paprika, lemon zest, lemon juice, salt, and pepper.
Marinate shrimp for up to 30 minutes.
As the shrimp marinates, preheat the grill to about 350 F (medium heat).
Skewer shrimp through the tail and top so shrimp are flat on skewers, repeating until all shrimp are on skewers. (If using wooden skewers, soak them in warm water first while shrimp marinates.)
Place shrimp over direct heat and grill for 2 to 3 minutes per side or until pink and slightly charred.
Cooked shrimp can be refrigerated in an airtight container for up to 5 days.