Roughly chop garlic and shallot. Combine with red wine vinegar and lemon juice and set aside.
Add parsley, basil, cilantro, coriander and salt to the bowl of a food processor. Pulse to roughly chop. Add garlic and shallot mixture.
With machine running on low, slowly add olive oil in a thin stream until well-incorporated. Take care not to chop too finely. The Chimichurri sauce should be slightly chunky. Taste and adjust seasoning if necessary.
Save some in a small dish to brush on the shrimp as it cooks and to serve alongside your meal. Toss the remainder with the shrimp.
Thread shrimp on skewers and grill for two minutes per side or just until no longer translucent. Serve with extra sauce on the side.
Store tightly covered in the fridge for up to a week or freeze for up to a month.