Heat an outdoor grill for a medium-hot fire or a stovetop grill pan over medium-high heat. If your grill has wide slots, use a grill pan or wok with small holes so the shrimp don’t fall through (or thread the shrimp onto metal skewers).
Place the shrimp in a large bowl and drizzle on the olive oil. Toss to coat.
In a small bowl, combine the garlic powder, paprika, dill, and cayenne. Sprinkle this mixture generously on the shrimp, tossing to coat.
Cook the shrimp on the grill over direct heat or on the grill pan until pink and cooked through, about 10 minutes.
Transfer to a platter. Drizzle with lemon juice, sprinkle with cilantro, and serve with lemon wedges.