Combine the jalapeno, lime zest, lime juice, garlic, cilantro, coconut, olive oil, and soy sauce in a food processor; blend until smooth. Place the shrimp in a large bowl. Pour the sauce over the shrimp and toss to coat. Cover and allow to marinate at least 2 hours.
Preheat an outdoor grill for medium-high heat and lightly oil the grate.
Thread the shrimp onto skewers, piercing each shrimp near the head and tail.
Cook the skewers on the preheated grill, turning frequently until nicely browned on all sides and the meat is no longer pink in the center, 2 to 3 minutes per side.