For marinade, combine Lemon juice, chopped dill, oil, garlic, salt and black pepper in small bowl.
Pour over shrimp.
Marinate at room temperature 30 minutes or in refrigerator 1 to 2 hours.
Meanwhile, cook zucchini in small amount of boiling water in small covered saucepan 2 minutes.
Drain shrimp, reserving marinade.
Thread shrimp, zucchini and bell pepper on 8 metal skewers.
Grill kabobs on rack of uncovered grill directly over medium coals 10 to 12 minutes or until shrimp turn pink and vegetables are tender, turning once and brushing occasionally with some marinade during first half of cooking.
Or, broil on unheated rack of broiler pan 3 to 4 inches from heat 10 to 12 minutes, turning once and brushing occasionally with some marinade during the first half of cooking.