Soak bamboo skewers the night before, or at least 1 hour ahead so they won’t burn on the grill.
Preheat grill on high setting.
Prepare the onion and peppers by first cutting in half crosswise, and then cutting each half vertically into four sections. Break each of the onion pieces into two by separating layers in the middle.
Mix the grape seed oil, vinegar, lemon juice, salt and pepper.
Toss onions, peppers and shrimp with the seasoning, coating evenly.
Load the skewers by alternating shrimp, onions and peppers.
When grill is ready, place the skewers onto it, turning once, until cooked evenly and thoroughly.
Eat-up and enjoy!