Put shrimp in a glass baking dish. Puree all remaining ingredients except olive oil and garnishes in a food processor. While processing, add the olive oil in a slow, steady stream.
Toss shrimp with this marinade and refrigerate 1 hour.
Grill over medium-hot coals for about 2 minutes per side.
Serve 3-4 hot shrimp per person, dressing each plate with capers and lemon wedges.
Do you love capers? If you have a garden you'll get a kick out of growing this plant that is beautiful and provides with plenty of capers too. Read our article on How To Grow Capers.