Preheat. Turn on the grill and preheat it to High (400-450 degrees F).
Make the seasoning. Combine all ingredients for the Cajun seasoning in a bowl except for the cayenne pepper. Add 1/4 teaspoon cayenne pepper and taste for heat level. Continue adding until you reach your desired spice.
Skewer. Slide the shrimp onto skewers, ensuring that each one is secured.
Season the shrimp. Pour melted butter into a bowl and add the homemade Cajun seasoning. Brush the seasoned butter onto the shrimp skewers.
Oil the grill grates. Pour 2 Tablespoons of a high heat cooking oil (avocado, canola, or vegetable oil) into a small bowl. Pinch a folded-up paper towel between your tongs, soak the towel in the oil, and brush lightly across the surface of the grill grates.
Grill the shrimp. Place the shrimp skewers directly on the oiled grates and grill for 2-3 minutes per side until the shrimp curls into a "C" shape, is opaque throughout, and reads an internal temperature of 145 degrees F.
Enjoy. Remove the shrimp from the grill to a serving platter. Top the finished shrimp with a squeeze of fresh lemon juice and serve immediately.