If your shrimp is frozen, thaw before using. Peel shrimp leaving tails intact and devein.
In a small saucepan using medium-high heat, melt margarine or butter and oil. Add garlic and cook for 2 minutes; remove from the heat and stir in wine, parsley, lemon peel, and ground pepper. Set aside.
Using 6-inch long appetizer skewers (if wooden skewers soak for at least 30 minutes in water to avoid scorching)thread shrimp, green onion, and pepper pieces and brush with garlic mixture.
Grill the shrimp and vegetable skewers on a grill rack directly over medium heat for approximately 6 to 8 minutes or until shrimp turns pink. Turn once and brush with garlic mixture halfway through grilling. Serve immediately.