In 1-gallon resealable food-storage plastic bag, mix all ingredients except shrimp and skewers. Add shrimp to bag. Seal bag; turn to coat shrimp. Place bag in large bowl. Refrigerate at least 1 hour to marinate but no longer than 8 hours.
Soak skewers in water 30 minutes to prevent burning. Meanwhile, heat gas or charcoal grill.
Drain shrimp; discard marinade. Thread 3 shrimp and 3 lemon slices on each skewer, leaving 1/4-inch space between each shrimp.
Place shrimp on grill over medium heat. Cover grill; cook 5 to 7 minutes, turning once, until shrimp are pink. Serve warm.