Marinate both shrimp and vegetables for 1 hour. In meantime, make sure the bamboo skewers are soaked so that they don't burn.
Shrimp: Alternate shrimp and red bell pepper on skewer. Pre-heat BBQ grill. Grill 1 minute each side on med-high flame.
Vegetable: Alternate vegetables on each skewer. Grill 2-3 minutes each side on med-high flame.