In a small skillet over medium heat, toast the sesame seeds until fragrant. In a shallow dish, combine 2 tablespoons of the sesame seeds with the sesame oil, vinegar, and soy sauce. Thread 3 shrimp onto each skewer, piercing each at the head and tail, and place in the marinade. Turn to coat and set aside for 10 minutes.
Spread the remaining 2 tablespoons of sesame seeds on a plate. Transfer the skewers to the plate and coat with the sesame seeds. Heat the skillet over medium-high heat and sear the skewered shrimp for 2 to 3 minutes per side, or until opaque. Pour the remaining marinade over the shrimp and cook until the marinade thickens.
Place the skewers on a plate and pour the marinade over. Serve warm or at room temperature.