Peel the shrimp, leaving the tails intact. Devein if necessary.
In a medium bowl, combine the cleaned shrimp with avocado oil, lemon juice, parsley, garlic, oregano, paprika, salt, and pepper. Stir until well coated.
Cover and let marinate for at least 30 minutes, or up to an hour.
If using wooden skewers, soak them in water for an hour before grilling.
Preheat a grill pan over medium-high heat.
Thread 4-6 shrimp onto each skewer.
Grill for 2-3 minutes per side, until the shrimp turn opaque and are fully cooked.