Preheat grill to medium/high heat for 15-20 minutes
In a bowl toss shrimp with zest only, salt, pepper and chile de arbol. Drizzle with oil and toss to combine.
Place shrimp on indirect side of the grill. Close the lid and cook for 7-8 minutes. Flip the shrimp over and cook for another 7 minutes. Transfer to the direct, hot side of the grill and sear the shrimp for 30 seconds per side. Transfer to serving dish. Squeeze fresh lime juice over shrimp.
Notes
If using smaller shrimp, use a grilling basket. it will keep the shrimp from falling in between the grates .