Preheat grill to medium-high (450° F to 500° F).
In a bowl, mix together the olive oil, Morton® Sea Salt Margarita Rub and tequila. Set aside half of this mixture for basting and drizzling.
Toss the shrimp with the remaining Morton® Sea Salt Margarita Rub mixture, coating evenly. Thread 4 shrimp onto each skewer. Discard marinade.
Grill for 3 to 4 minutes per side, until shrimp are just cooked and lightly charred, basting with reserved Morton® Sea Salt Margarita Rub mixture during the last half of cooking time.
Remove from grill and serve with extra Morton® Sea Salt Margarita Rub mixture for drizzling and dipping.
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