In a large bowl, add the first 8 ingredients and mix together. Add in the shrimp and stir until shrimp is completely coated.
Marinade in the fridge for 2 hours.
Drain off the marinade. On a foil lined baking sheet, broil the shrimp 4 inches away from the broiler for 3-4 minutes per side, flipping half way through until the shrimp turn pink.
Serve with lemon wedges on the side and cocktail sauce for dipping.
Notes
These marinated shrimp are so tasty and full of flavor, you may not even need a dipping sauce!