Pour the water into a shallow baking dish and add the skewers to it. Let them soak in the water as you're preparing the shrimp and the marinade.
Add the lemon zest, lemon juice, olive oil, garlic, white wine, parsley, and salt and pepper to a bowl and whisk the ingredients together.
Rinse the shrimp and remove the shells (if you wish), leaving the tails on.
Remove the wooden skewers from the water and discard the water.
Add 4 shrimp to each skewer, making sure the skewer pierces each shrimp in two places (this will prevent them from falling off the skewers as they're grilling).
Lay them in a shallow baking dish.
Give the marinade one last whisk to combine all the ingredients and pour it over the shrimp skewers, making sure each one is nicely coated.
Cover the baking dish with plastic wrap or a lid and put it in the refrigerator for 20-30 minutes. This will allow the shrimp to really soak up all the flavours in the marinade (especially the garlic!).
Once 20-30 minutes have passed, remove the shrimp from the fridge and heat up your indoor or outdoor grill.
Place the shrimp skewers on the grill and discard the leftover marinade.
Grill the shrimp skewers on low heat for about 3-4 minutes per side, or until the flesh of the shrimp turns pink and becomes opaque.
Once they're done (and be careful not to overcook!), remove them to a platter.
Garnish with some chopped fresh parsley (if you wish), and serve!