Presoak 12 wooden skewers in warm water. Mix together the gherkins, cucumber and shallot in a small dish. In a separate bowl mix together the oil, vinegar and dill and season to taste.
Thread about 4 prawns on to each skewer and cook under a preheated hot grill for about 10 minutes, turning once or twice, until the prawns are cooked through.
Arrange the prawn skewers on 4 plates. Pour the dressing over the gherkin mixture and stir to mix. Spoon the relish over the prawns and serve with new potatoes, if liked.