In a large bowl, whisk together olive oil, honey, garlic, salt, pepper, lemon zest and lime zest.
Rinse and dry shrimp. Add to bowl with marinade and toss to coat evenly. Marinade for at least 30 minutes. Thread shrimp on to skewers.
Preheat grill over high heat. Lightly coat with olive oil. Just before adding the shrimp, reduce heat to low (approximately 325 degrees). Grill shrimp until pink and opaque with a lightly grilled surface, about 2 to 3 minutes on each side.
Transfer to a serving platter, brush with melted butter and garnish with cilantro. Serve with lemon and lime wedges.