Meanwhile, as the grill preheats, marinate the shrimp. Add the shrimp to a large mixing bowl with the lime zest & juice, lemon juice, garlic, avocado oil, honey or agave, ground cumin, & cayenne pepper (if using). Season with S&P as desired. Toss to combine. Set aside to marinate for at least 15 minutes or cover & set in the refrigerator to marinate for no more than 1 hour.
Meanwhile, as the shrimp marinate, prep the jalapeño pesto. Place all listed ingredients except olive oil in a food processor. Season with S&P as desired. Pulse to combine. Scrape down the sides of the food processor as needed. With the processor running, slowly stream in the olive oil. Set aside, or transfer to an airtight container & store in the refrigerator for up to 1 week.
Just before grilling, thread the marinated shrimp on skewers. It is helpful to skewer each piece of shrimp in two places, once near the head & once near the tail.
Transfer the shrimp skewers to the grill. Grill over direct heat for 2-3 minutes per side, just until the shrimp is pink in hue & no longer translucent.