Submerge the bamboo skewers in a container of cold water and let them soak for at least 2 hours or even overnight.
In a pestle and mortar or spice grinder, coarsely grind chilly flakes, cumin, and fennel. Add granulated garlic and kosher salt and briefly grind to break salt into smaller pieces and thoroughly combine ingredients.
Reserve 1 tablespoon of the spice mix in a small bowl. Add lamb to a large bowl and toss thoroughly with the remaining spice mix, oil, and Shaoxing wine. Thread lamb onto skewers, making sure meat is bunched tightly together and leaving no parts of the skewer exposed except for a 3-inch handle at the bottom, and the pointy tip at the top.
Light one chimney full of charcoal. When all the charcoal is lit and covered with gray ash, pour out and arrange coals on one side of the charcoal grate. Set cooking grate in place, cover grill and allow to preheat for 5 minutes. Clean and oil the grilling grate.
Grill skewers, covered, over indirect heat until lamb is nearly cooked through, about 4 minutes per side.
Move skewers over direct heat, sprinkle with the reserved spice mix, and cook until well seared on both sides, about 1 minute total.
Remove skewers from the grill and serve right away.