Brush tomatoes, jalapenos and shrimp with oil. Grill over medium direct heat for 4 to 5 minutes until lightly charred and shrimp is cooked through Remove tomatoes to tray and let cool 5 minutes. Place jalapenos and shrimp in refrigerator so they can cool completely.
Place tomatoes, tomato juice, vodka, lemon juice, Worcestershire sauce, horseradish, olive juice and spices in blender. Puree until very smooth. Fill 4 glasses with ice and fill with Bloody Mary. Thread jalapenos, shrimp, cucumber and celery on skewers and add to drinks as a "stirrer".