Devein the shrimp but leave the shells and tails intact.
Using a mortar and pestle, crush the peppercorns, coriander seeds, lemon zest, garlic, and salt. Whisk or shake together the lemon juice, ouzo, and spice mixture. Place the shrimp in a stainless steel bowl, pour the marinade over them, toss well, cover and refrigerate for 30 minutes or up to three hours.
Heat a grill pan or preheat the broiler or grill.
If using a grill pan, brush lightly with olive oil and place the shrimp in the pan, using kitchen tongs to do so. Sear for about 4 minutes per side, turning carefully, until bright pink and tender. Remove and serve.
If using a broiler or barbecue, thread four shrimp each onto four 8-inch metal skewers. Thread the shrimp through at their thickest point, near the upper part of their body. Grill for about 4 minutes on each side, or until the shells turn bright red. Remove and serve, either on the skewers or off.