Put 8-10 wooden skewers in water for 30 minutes. This will prevent the skewers from catching on fire. You can also use metal skewers.
Add the shrimp to a gallon size zip bag.
Combine together the olive oil, chili sauce, lemon juice, Worcestershire sauce, garlic, and ground red pepper. Set aside 1/4 cup of the marinade to baste the shrimp.
Pour the mixture into the zip lock bag over the shrimp. Put it in the refrigerator for 20 minutes.
Preheat the grill to medium-high heat (350° to 400° F).
Using all of the wooden skewers, skewer the shrimp, discarding the marinade.
Grill the shrimp for 2 to 3 minutes on one side, baste, then flip over. Baste the other side, and cook for another 2 to 3 minutes.