Stir shrimp, olive oil, cilantro, lime juice, garlic, tequila, cayenne pepper, and salt together in a bowl. Cover the bowl with plastic wrap and refrigerate shrimp in marinade for 30 minutes.
Preheat an outdoor grill for high heat and lightly oil grate.
Remove shrimp from bowl and thread onto skewers; discard marinade.
Cook on the preheated grill until shrimp turn pink, 2 to 3 minutes per side.