If using wooden skewers, soak them in water for 20-30 minutes to prevent burns. Skip this part if using metal skewers.
Heat the grill to medium-high heat. If using a grill pan, lightly spray it with oil to prevent sticking, then add the shrimp to a cold pan and turn up the heat after adding the shrimp for more even cooking.
Salt the peeled and deveined shrimp in a large bowl, and let them set for 10-15 minutes while making the marinade. The salt will pull out excess moisture from the shrimp for a better sear without overcooking them.
Combine the thyme, oregano, black pepper, cumin, garlic, red pepper flakes, Italian seasoning, olive oil, and lemon juice in a medium bowl.
Drain the excess moisture from the shrimp and pat them dry. Pour about ¾ of the marinade over them, thoroughly coating them. Reserve the rest of the marinade for the veggies.
Clean and cut the veggies into chunks, and rub the reserved marinade on them, then salt to taste.
Thread the skewers, alternating between the shrimp and vegetables, covering most of the skewer.
Place skewers on the grill or grill pan. Cook shrimp for 2-3 minutes per side until fully cooked (they'll become opaque, turn a pearly pink, and form a C (not an O for overcooked).
Serve hot with salad, rice, or creamy orzo.