Add oil, salt, tequila, cayenne, garlic and chili sauce.
Cover and refrigerate 1-2 hours.
Prepare a hot grill.
Remove shrimp from marinade and thread onto long metal skewers.
Place on an oiled rack above ashen coals and grill, basting frequently with marinade and turning once, until shrimp are pink and loosely curled, about 2-3 minutes per side.