In a small mixing bowl, combine smoked paprika, cumin, salt, pepper, cayenne, garlic, lemon zest, lemon juice and olive oil, stirring until you have a smooth, runny paste.
Pour the mixture into a large zip-seal bag. Add squid (pre skewered), and toss to coat evenly with marinade. Seal the bag closed and transfer to the refrigerator to marinate for 30 minutes.
Preheat a gas or charcoal grill on high heat.
After 30 minutes, remove the squid from the refrigerator. Place the skewers directly onto the preheated grill, and cook for about 2-3 minutes per side or just until the squid turn opaque. Remove from squid from heat
Garnish with lemon wedges. Serve with a loaf of crusty bread to mop up the sauce.