Bring a small saucepan of lightly salted water to a simmer. Add the orange zest and cook for 1 minute. Using a small fine-mesh skimmer, remove the zest and cool under cold running water. Return the zest to the simmering water, cook 1 minute more and cool the zest again. Repeat the process one more time. Set aside.

In a 2-quart sauté pan over medium heat, melt the butter. When the butter has stopped foaming, add the onion and garlic and sauté, stirring often, until tender and translucent, 2 to 3 minutes.

Stir in the chipotle chili, then carefully add the tequila and cook until the alcohol has evaporated. (If cooking over an open flame, the tequila may ignite. This is common when cooking with alcohol, so be sure the area is well ventilated and keep flammable materials away from the stove.) Stir in the zest and season with salt and pepper. Transfer the mixture to a large bowl and keep warm.

Meanwhile, prepare a medium-hot fire in a grill.

When the grill is hot, set a grilling shaker basket on the grill for 1 to 2 minutes. In a bowl, combine the shrimp with the olive oil, salt and pepper, toss to mix and transfer to the basket. Cook the shrimp, shaking the basket occasionally, until they are pink and opaque throughout, 3 to 5 minutes. Transfer the shrimp to the bowl with the orange-tequila mixture, add the cilantro and toss to mix well. Arrange the shrimp on a warmed platter and serve immediately.