In a bowl, combine olive oil, garlic, lemon juice, paprika, salt, black pepper, and oregano to create the marinade.

Add the shrimp to the marinade and let it sit for at least 15 minutes.

While the shrimp is marinating, soak the skewers in water for 10 minutes if using wooden skewers.

Preheat the grill to medium-high heat.

Thread the marinated shrimp and vegetables onto the skewers, alternating between shrimp and vegetables.

Place the skewers on the grill and cook for about 2-3 minutes on each side, or until the shrimp are opaque and cooked through.

Remove from the grill and serve immediately.