In a medium bowl, toss the shrimp with the olive oil, orange juice, garlic and a generous pinch of pepper. Cover and refrigerate the shrimp for 1 hour or overnight.
Meanwhile, in a medium bowl, whisk the mayonnaise with the orange juice, orange zest, honey and garlic; season with salt.
Light a grill or preheat a grill pan. Thread the shrimp onto 6 pairs of bamboo skewers and season with salt. Grill the shrimp over high heat, turning occasionally, until lightly charred and cooked through, 5 to 6 minutes. Transfer the shrimp skewers to plates and serve with the aioli.
The aioli can be refrigerated for up to 2 days.
The orange accent in both the marinade and the aioli for these shrimp raises the opportunity for an unusually sympathetic wine pairing, since the Muscat grape often has a scent that's described as being like orange or tangerine blossoms. Most Muscats are sweet, but a few are dry (and very good, too). Look for a dry Muscat from Italy's Basilicata region.
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