Cover six 4" skewers with water and soak for 2 hours.
Put the beans in a medium saucepan, add enough water to cover by 2" and bring to boil. Reduce the heat to low and simmer the beans until tender, about 2 hours; add water as needed to keep beans subnmerged. Pour off all but 2 1/2 cups of the cooking liquid.
Meanwhile, in a medium skillet, heat 3 tablespoons of the olive oil. Add the onion, garlic, and green pepper and cook over moderate heat until the vegetables are softened, about 6 minutes. Add the cumin and oregano and cook, stirring, until fragrant, about 2 minutes.
Scrape the vegetables into the saucepan of beans and add the cream, sherry, vinegar and 1 tablespoons of the cilantro. Working in batches, puree the beans in a blender until very smooth. Return the soup to the saucepan and season with salt and pepper; keep warm.
Light a grill. In a small bowl, toss the shrimp with the remaining 1 tbsp of olive oil and 1 teaspoons of cilantro and the mint. THread 1 shrimp onto each skewer and season with salt and pepper. Grill the shrimp over a hot fire until curled and lightly charred, about 1 minute per side. Pour the soup into tall shot glasses and garnish each glass with a grilled shrimp.
The soup can be refrigerated for up to 3 days and reheated gently.