Thaw shrimp, if frozen. If using wooden skewers, soak in water for 1 hour. Rinse shrimp; pat dry. For sauce, in a small saucepan stir together marmalade, honey, and 1/2 teaspoon of the Cajun seasoning; set aside.
Place shrimp in a self-sealing plastic bag set in a shallow bowl. For marinade, in a small bowl combine oil and remaining Cajun seasoning. Pour marinade over shrimp. Seal bag. Marinate in refrigerator for 1 hour, turning bag occasionally.
Drain shrimp, discarding marinade. Thread shrimp onto skewers. For a charcoal grill, place skewers on the greased rack of an uncovered grill directly over medium coals. Grill for 7 to 9 minutes or until shrimp are opaque, turning once halfway through grilling. (For a gas grill, preheat grill. Reduce heat to medium. Place skewers on greased grill rack over heat. Cover and grill as above.)
Stir marmalade sauce over low heat for 2 to 3 minutes or until melted. Serve shrimp on skewers with sauce drizzled over. Serve with hot cooked rice. Makes 4 servings.