Soak medium wooden skewers in water for 30 minutes before adding shrimp. Remove from water and dry on a paper towel. Preheat grill to high.

Prepare sauce by whisking mayo, sweet chili sauce, and sriracha together. Set aside.

Place shrimp on skewers until you have an inch on either end (mine fit about 3 shrimp per skewer). Brush shrimp with oil on both sides to keep from sticking to grill. Place on preheated grill and cook for 2-3 minutes per side, or until bright pink. Remove from grill.

Brush each skewer of shrimp with bang bang sauce. Make sure to get both sides! Serve shrimp immediately, with extra sauce on the side.