Cut off and discard upper stalks of fennel bulbs, reserving some of the leafy fronds.
Snip 2 tablespoons of the fronds for use in the marinade.
Remove any wilted outer layers from bulbs; cut off a thin slice from base of each bulb.
Wash and cut each bulb lengthwise into six wedges.
Cook wedges, covered, in a small amount of boiling water about 5 minutes or until nearly tender; drain.
Place fish cubes, shrimp, and fennel wedges in a self-sealing plastic bag set in a deep bowl.
For marinade, stir together snipped fennel fronds, olive oil, lemon juice, garlic, oregano, and salt.
Pour over seafood and fennel wedges.
Marinate in the refrigerator for 2 hours, turning occasionally.
Drain fish cubes, shrimp, and fennel wedges, discarding marinade.
Thread fish cubes, shrimp, and fennel wedges on skewers, alternating varieties.
(If desired, transport in a covered shallow container in an insulated cooler with ice packs. Grill within 1 hour.) Place on a greased rack of a grill directly over medium-hot coals; grill, uncovered, for 8-12 minutes , turning often, until fish flakes when tested with a fork and shrimp turn pink.