Peel and devein shrimp, leaving tails on and intact. Place shrimp in a large bowl, pour olive oil and balsamic over them, and stir to coat. Allow to marinate in the refrigerator for 30 minutes. Make sure to stir a few times to make sure the marinade doesn’t sink to the bottom.
Preheat an indoor or outdoor grill to medium heat. Grill on skewers (or in a grill basket/topper) for about 2 minutes per side, or until pink and opaque. Remove from the grill, finish with your favorite sea salt and pepper, and serve!