A. If you want to grill the shrimp from sticking with no marinade, you just fit the shrimp dry and toss with the spices until they are coated. Since dry rub does not use oil, be sure to oil the grill grates to prevent the shrimp from sticking.
Heat up your grill for at least 10 minutes, coat the shrimp with olive oil or vegetable oil, which helps seal in the juices and protects the shrimp from clinging to the grill. Keep a timer with you.