In a bowl, whisk together the olive oil, vinegar, Worcestershire sauce, mustard, salt, pepper and garlic. Pour into a zip top bag. Add shrimp, seal and shake around to ensure the shrimp is coated. Marinate in the refrigerator for an hour.
Preheat a grill or grill pan over medium heat. Grill shrimp for 2 minutes per side. Note: If you are using an outdoor grill, it would be helpful if you put the shrimp on skewers to keep them from falling down the grates.