Preheat grill to medium-high heat.
Skewer the prawns onto metal or wooden skewers (if using wooden skewers, soak them in water for 30 minutes before threading). Place skewers on grill and grill for 5 to 10 minutes, or until prawns become opaque; brush with about half of the BBQ sauce while grilling. Remove from grill; when cool enough to handle, remove prawns from skewers. While waiting for shrimp to cool slightly, fill 8 shot glasses about halfway full with sauce and then place 1 prawn in each shot glass, tail sticking out. Garnish with a lime or lemon peel twist.