Stir marmalade together with coconut, red pepper flakes, and minced rosemary in a bowl. Measure out 1/4 cup and place to the side.
Skewer the shrimp onto the rosemary sprigs. Place on grill and close lid. Cook for about 4 minutes, then flip and cook for another 3 to 4 minutes, until shrimp turn opaque. Brush with the non-reserved marmalade mixture every few minutes.
Serve shrimp kabobs with the 1/4 cup marmalade mixture as a dipping sauce.