Preheat the oven to 450 degrees.

In a medium mixing bowl, combine the shrimp together with the lemon juice, zest, olive oil, salt, and pesto. Add the bread and toss just to coat. Thread the shrimp onto the skewers, head first, then add a piece of bread, and thread the skewer back through the tail of the shrimp. (If using smaller shrimp, you may need to just thread the bread on after the whole shrimp. Repeat with the remaining skewers.

Place the skewers on a parchment or foil lined baking sheet. Bake in the oven until the shrimp is pink and just cooked through, about 10 minutes. Taste one for seasoning, and sprinkle with salt if needed.