Mix together olive oil, white wine, lime zest, lime juice, salt, pepper, and cayenne pepper with whisk.
Add diced shallot and cilantro
Let sit for at least two hours
If needed, peel and deveine Shrimp
Dry shrimp on paper towel
Marinade shrimp 30 minutes in refrigerator
Grill 5-7 minutes turning half way through
Serve over rice, cauliflower rice, or with a salad