In a large bowl mix the shallot, vinegar, sugar, and jalapeño. Add the watermelon, cucumber, mint, and salt and toss gently to combine. To fully incorporate the flavors, let the salsa sit at room temperature for 30 minutes to 1 hour.
If using bamboo skewers, soak in water for at least 30 minutes.
In a food processor combine the marinade ingredients. Process to create a coarse puree, occasionally scraping down the sides of the bowl to incorporate the ingredients.
Transfer the marinade to a medium bowl, add the shrimp, and turn to coat them evenly. Cover the bowl and refrigerate for 30 minutes, turning the shrimp after 15 minutes.
Prepare the grill for direct cooking over high heat (450 to 550°F).
Remove the shrimp from the bowl and discard the marinade. Thread the shrimp onto skewers. Brush the cooking grates clean. Grill the skewers over direct high heat, with the lid closed as much as possible, until the shrimp are firm to the touch, lightly charred, and just turning opaque in the center, 3 to 5 minutes, turning once. Remove from the grill and serve the shrimp warm or at room temperature with the salsa.