Thaw shrimp, if frozen. Peel and devein shrimp, removing tails. Rinse shrimp; pat dry with paper towels. Place shrimp in a resealable plastic bag set in a shallow dish.
In small bowl, combine lime juice, Asian chile sauce and garlic. Pour marinade over shrimp; seal bag. Marinate in refrigerator for 15 minutes to 1 hour, turning bag occasionally (the shrimp will get spicier the longer it marinates). Remove shrimp; discard marinade.
Thread shrimp onto 4 or 5 metal skewers. Sprinkle shrimp with salt and pepper.
For a charcoal grill, grill shrimp skewers on the grill rack of an uncovered grill directly over medium coals 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 shrimp on grill rack over heat. Cover; grill as above.)
To serve, pour Cocktail Sauce evenly among 8 chilled margarita, martini or wine glasses. Remove shrimp from skewers. Place 3 shrimp in each glass. Garnish each glass with a lime wedge and a dollop of sour cream, if you like. Makes 8 servings.
