In a large bowl, combine the yogurt, lemon juice, vegetable oil, tandoori spice mix, garlic, ginger, salt, black pepper, and paprika. Mix well to create a marinade.
Add the shrimp to the marinade, ensuring they are well coated. Cover the bowl with plastic wrap and refrigerate for at least 30 minutes, or up to 2 hours for more flavor.
Preheat your grill to medium-high heat. If using wooden skewers, soak them in water for 30 minutes to prevent burning.
Thread the marinated shrimp onto the skewers, leaving a little space between each shrimp for even cooking.
Place the skewers on the grill and cook for about 2-3 minutes on each side, or until the shrimp are opaque and cooked through.
Remove the skewers from the grill and let them rest for a couple of minutes. Garnish with chopped cilantro and serve with lemon wedges.