If using wooden skewers, soak them in water for 20 to 30 minutes before threading the shrimp and veggies to prevent burns. Skip this part if using metal skewers.
Heat the grill to medium-high heat. If using a grill pan, lightly spray or oil to prevent the shrimp from sticking.
In a medium bowl, combine thyme, oregano, black pepper, cumin, garlic, red pepper flakes, Italian seasoning, olive oil, and lemon juice. Set aside while preparing the shrimp.
Add shrimp to a large bowl, season with salt, then pour most of the marinade over them, reserving some for the veggies.
Rub the reserved marinade on the vegetables, then salt to taste.
Thread the shrimp onto the skewers, alternating between the shrimp and vegetables. Make sure the shrimp and vegetables cover most of the skewer.
Place skewers on the grill pan or gas grill. Cook shrimp for 2-3 minutes per side until fully cooked and the vegetables are tender.
Serve hot with salad, rice, or creamy orzo.