Cooking shrimp shish kebabs in the oven is not only an ideal alternative when grilling isn't convenient, but the roasting also concentrates and intensifies the mild shrimp flavor. To prepare them while the oven heats up, you'll need to peel, devein and skewer the shrimp, as well as toss them in your favorite seasonings and sauces. Set on a foil-lined baking sheet in the oven, the shrimp shish kebabs don't take long to fully cook, making it a quick and convenient appetizer to prepare.

Preheat your oven to 400 degrees Fahrenheit and cover a baking sheet with aluminum foil or parchment paper. Soak wooden skewers in a bowl of water for about 10 to 15 minutes.

Peel the shell from the shrimp and devein them by running a paring knife down the center of each shrimp's back, exposing the vein. Use the knife to gently lift the vein from the shrimp.

Toss the shrimp with olive oil and season with salt, pepper and other seasonings as you see fit, such as garlic powder, chili powder, thyme, rosemary and oregano. You can also toss the shrimp in your favorite type of flavoring sauce, such as a pesto, tomato, teriyaki or a mayonnaise-based sauce.

Thread the shrimp onto the skewers in a "C" shape, so that the skewer goes through each shrimp twice. Place about three or four shrimp on each skewer, leaving plenty of space at the bottom for a handle.

Lay the skewers on the baking sheet in a single layer and place in the oven, on the second rack from the top. Allow the skewers to cook until the shrimp are fully opaque and firm, about 8 to 10 minutes. Serve hot.