Rinse the shrimps and cut off their antennas. Mix the soya sauce with the sherry or orange juice and olive oil. Mince the garlic and blend it with the sugar and oil mixture. Marinate the shrimps in the mixture for 2 hours, turning them once. Remove the shrimps from the marinade and strain them well. Place them on a barbeque grill and grill each side for 3 minutes. Grill the lemon wedges as well. Powder the shrimps with some salt and serve them along with the lemon wedges.