Cut along the back about 1/4 inch deep through the shell of each prawn to remove the vein. Put prawns in a shallow, non-aluminum baking dish. In a small bowl, whisk together citrus oil, onion, garlic, cilantro, and lemon juice. Pour over prawns, cover, and let marinate, refrigerated, 1 to 4 hours.
Preheat grill or broiler. When ready to cook, thread prawns on skewers and discard marinade. Season with salt and pepper, to taste, and grill or broil, turning once, until just done, 2 to 3 minutes. Shrimp can be served warm or at room temperature. They are delicious on their own or with Citrus Aioli.
To make the Aioli: Using a mortar and pestle, or on a cutting board, finely mash the garlic cloves with a pinch of salt . In a bowl, mix the garlic paste with remaining ingredients and serve. Keep refrigerated until ready to serve.
Cook's Note: Leaving the shells on the prawns protects them from drying out during cooking. Peel shrimp after they come off the grill.