Combine all the marinade ingredients in a large bowl and whisk to combine. Let the marinade sit at room temperature while shrimp is cooking.
To cook the shrimp – Roast your shrimp on a baking sheet with the skin on in a 425 degree oven for 10 minutes or until cooked through.
Remove the baking sheet from the oven and let cool until shrimp is cool enough for you to peel. Peel the shrimp – leaving tails intact.
Put the shrimp in a mixing bowl and while the shrimp is still slightly warm. Pour the marinade/dressing over the shrimp, cover and place in the refrigerator for at least 12 hours or overnight, turning the shrimp every six hours or so.
To serve place shrimp in a serving bowl and pour marinade/dressing over the shrimp and serve with quartered limes.