Whisk together the canola oil, hot pepper sauce, garlic, chili sauce, lemon juice, and oregano in a large glass or ceramic bowl. Add the shrimp and toss to evenly coat. Cover the bowl with plastic wrap, and marinate in the refrigerator 1 hour.
Preheat an outdoor grill for medium-high heat, and lightly oil the grate.
Remove the shrimp from the marinade, and shake off excess. Discard the remaining marinade. Thread about 4 shrimp onto each skewer.
Cook on the preheated grill until pink on the outside and no longer translucent in the center, about 3 minutes per side.
