In a large bowl, add the shrimp, olive oil, sesame oil, salt and pepper and toss to coat.
Next, thread the shrimp onto the skewers. Hold two skewers* side by side (parralel to one another) upright and carefully thread the shrimp onto the skewers. You should be able to fit 6 shrimp on each set of skewers and set aside while your grill heats. (I like to thread my shrimp on two skewers because Food held together with two parallel skewers is less likely to spin or slither off.)
Heat grill over medium-high heat (350- 400 degrees F) and oil the grill grates (o to this, dip a wadded paper towel in a little oil and, using tongs, wipe the oil evenly over the grate. Be careful not to use too much oil, because that's a sure fire way to start a good flare-up—a little goes a long way here.)
Place the skewers on the grill grates and grill the shrimp with the lid on about 2 minutes a side, or until they are almost cooked through. Then, brush the shrimp all over with the bang bang sauce and continue to cook for 1-2 more minutes, or until they are just cooked through and are no longer transparent.
Remove the shrimp from the grill and brush on the reserved sauce. Serve with the slaw and enjoy!