Toast your dried chiles in a skillet over medium heat for 2-3 minutes until fragrant. Remove from heat, then pour boiling water over the chiles and let them hydrate for 10 minutes. Once softened, blend the chiles with achiote paste, citrus juice, garlic, and spices until completely smooth. Transfer the mixture to a pan, simmer over low heat for 5 minutes, and then cool to room temperature.

Peel and devein your shrimp. In a mixing bowl, combine the cooled adobo sauce with the shrimp, ensuring each piece is well coated. Cover the bowl with plastic wrap and let the shrimp marinate in the refrigerator for 30-45 minutes.

Preheat your grill to medium-high heat, about 375°F (190°C). Thread the marinated shrimp onto skewers. Grill each skewer for 5-7 minutes, turning halfway, until the shrimp are opaque and have an internal temperature of 120°F (49°C). Look for a slight char.

Once cooked, remove the shrimp from the grill and let them rest for a couple of minutes before serving. Plate your Spicy Grilled Shrimp in Adobo with a splash of fresh lime juice and garnish with cilantro.