In a small bowl, stir together mayonnaise, scallions, sweet chili sauce and Sriracha until combined. Set aside.
Season shrimp with salt and pepper. Place 5 shrimps on each of the skewers (you'll have 8 total).
Heat a clean, lightly oiled grill over medium-high heat. When hot, add shrimp to the grill. Grill for 6 to 8 minutes total or until the shrimp is cooked through.
Remove shrimp from heat and brush with sauce. Serve immediately.