1. Whisk together the canola oil, hot pepper sauce, garlic, chili sauce, lemon juice, and oregano in a large glass or ceramic bowl. Add the shrimp and toss to evenly coat. Cover the bowl with plastic wrap, and marinate in the cooler for 1 hour.
2. Prep grill for medium heat.
3. Remove the shrimp from the marinade, and shake off excess. Discard the remaining marinade. Thread about 4 shrimp onto each skewer.
4. Cook on the preheated grill until pink on the outside and no longer translucent in the center, about 3 minutes per side.