Combine jalapeños, lime zest, lime juice, and garlic in a blender. Add cilantro, coconut, oil, and soy sauce then blend until smooth.
Place shrimp in a large glass or ceramic bowl. Pour in marinade and toss to evenly coat. Cover with plastic wrap and marinate in the refrigerator for at least 2 hours.
Preheat grill for medium-high heat and lightly oil the grate.
Remove shrimp from marinade and gently shake off excess. Discard the remaining marinade.
Thread shrimp onto skewers, poking each shrimp near the head and tail.
Place the skewers onto the preheated grill; cook until nicely browned on all sides and the meat is opaque, about 2 to 3 minutes per side.