Melt butter in a large saucepan over medium high heat. Add the lime juice, garlic, chili powder and cayenne pepper. Cook until foamy. Add shrimp and cook 1 - 2 minutes or until pink. Remove from heat and add the cilantro, lime zest and salt. Cool slightly, thread cucumber and shrimp on picks. Roll shrimp in the sauce before threading. Serve warm or chilled.