Mix first 3 ingredients and 1 tablespoon cilantro in large bowl. Add shrimp; toss to coat. Let stand 10 minutes. Prepare barbecue (medium-high heat) or preheat broiler. Remove shrimp from marinade. Skewer 6 shrimp on each of 2 skewers. Skewer onions on remaining skewer. Season shrimp and onions with some of marinade. Grill onions until tender and cooked through, about 3 minutes per side. Add shrimp to grill; cook until pink, about 2 minutes per side. Coarsely chop onions. Remove shrimp from skewers; divide between plates. Bring marinade to boil. Mix in onions, cheese and remaining 1 1/2 tablespoons cilantro. Spoon onion mixture over shrimp.