Soak bamboo skewers in water for 20 minutes and thread shrimp on them evenly. Season with salt and pepper and set aside.
In a sauce pan over medium heat add olive oil. Add onion and cook for 5 minutes. Add garlic and cook for 1 minute. Add brandy and cook until reduced by half. Add orange juice, cayenne pepper, red pepper and sriracha. Mix cornstarch with water and whisk in. Cook until slightly thickened; about 2-3 minutes whisking frequently.
Place shrimp on grill and cook for about two minutes on each side; basting with sauce. Sprinkle with parsley. Serve with extra sauce.