Create marinade by combining olive oil, minced garlic, salt, pepper, thyme, and lemon zest in a bowl.
Add peeled and deveined shrimp to a ziploc bag or other sealable container.
Pour marinade over the shrimp, seal, and shake. Make sure the shrimp is well coated / covered in the marinade.
Let marinade in the refrigerator for 2 - 6 hours.
Pre-heat grill to medium heat.
Remove shrimp from marinade and place onto skewers, being careful to slide the skewer through the shrimp near the tail and the head so the shrimp are secure (note: if using wooden skewers, be sure to soak them in water so they don't burn).
Grill the shrimp for 4 - 5 minutes then turn and grill for 4 - 5 more minutes, until shrimp are firm and pink.