Whisk together the marinade. Combine wine, olive oil, orange liqueur, honey, and salt in a large bowl.
Heat the grill. If you are using an outdoor grill, heat it to medium-high heat.
Marinate shrimp. Add shrimp, tangerines, and key limes, giving the citrus halves a little squeeze before adding to the bowl. You don't want to crush them, just release their juices a bit. Toss the shrimp to coat in the marinade. After 15 minutes, toss again.
Thread the shrimp and fruit on the skewers. After marinating for 30 minutes, thread the shrimp, citrus, and pineapple onto the metal skewers. Discard marinade.
Grill the shrimp. Clean the grill grates, then brush them with a little oil. Grill shrimp skewers for 2-3 minutes per side or until they have lightly charred grill marks and are opaque, firm, and cooked through.
Finishing touches. Remove skewers to a platter, squeeze lemon wedges over the shrimp, drizzle with a bit more olive oil, grind a bit of black pepper, and sprinkle with some chopped Italian parsley. Enjoy!