Peel and devein shrimp; rinse. Put salt in a shallow pan large enough to hold shrimp in a single layer and add enough water to completely cover shrimp; stir until salt dissolves. Add shrimp and set aside to brine while you make the glaze.

Combine soy sauce, honey, red wine vinegar, and Creole seasoning in a saucepan. Dissolve cornstarch in 1/2 cup of water and add to saucepan. Place over medium heat, bring to a simmer, and cook, stirring, until thickened. Divide into 2 heatproof bowls and set one aside for serving; use the other to baste shrimp while grilling.

Prepare a hot grill. Drain shrimp and thread onto skewers, 4 per skewer. Brush on both sides with cooking oil. Oil grill and add shrimp; grill for 4 minutes and turn; grill for 2 minutes and baste the side facing up. Turn and grill until glaze starts to char; baste second side, turn, and grill until the second side is slightly charred. Shrimp should be barely cooked through. Serve hot and pass remaining glaze at the table.