First make the seasoning blend. Use measuring spoons to measure out ¾ tsp of Diamond Crystal kosher salt, the smoked paprika, garlic powder, ground cumin, and ground black pepper, then combine them in a small bowl. Set aside.
Get out a large bowl (or I like to use a glass casserole dish) and place the raw shrimp in it. Dry the shrimp off using paper towels (this helps the seasoning stick better), then throw the towels away.
Before you season the shrimp, measuring out 2 teaspoons of oil and place it in a small bowl – this way you won’t have to touch the oil bottle with dirty hands.
Sprinkle the seasoning over the shrimp and stir everything together with your hand. Then drizzle the oil over the shrimp as well. Use your hands again to combine everything together, making sure each shrimp is as evenly coated as possible.
Take out one metal skewer and gently push a shrimp onto it, making sure to get the skewer’s point as close to the middle of the shrimp as possible. Slide it down to the bottom of the skewer, then keep repeating until all of the shrimp are on all of the skewers. Be sure not to space the shrimp too close together so they cook more evenly.
Place the same size of shrimp together on the same skewer – smaller ones on one skewer, larger ones on another. You should be able to fit 5 shrimp onto 1 skewer, depending on the size of your shrimp (or if you’re using different sized skewers). Once all the shrimp are on skewers, set aside while you prep the vegetables.
First wash and dry off the zucchini and bell peppers. Take the zucchini and slice a small part of each end off. Then cut it length-wise into two long pieces.
Remove the tops of the peppers using a sharp knife and cutting board. Make an incision less than half an inch down from the top of the pepper and carefully cut all the way around until the top of the pepper comes off (kind of like a hat). Slice both bell peppers in half from top to bottom, removing any seeds with your fingers and discard them.
Place both the cut zucchini and bell peppers in a bowl. Drizzle with 1 tsp oil and sprinkle ½ tsp Diamond Crystal kosher salt. Use your hand to spread the oil and salt onto the veggies until they're well covered. Set aside.
Heat the grill to 350 degrees F, then once it comes to temperature place the veggies on the grill with a pair of tongs (whichever side down you like). Cook for 4 minutes with the lid closed.
After the 4 minutes are up, place the shrimp skewers on the grill. Close the lid and cook for 2 more minutes. Open up the lid and flip both the shrimp and vegetables.
Cook the shrimp for another 2 minutes, removing from the grill once they are opaque all the way through and at an internal temperature of 145 degrees F. Cook the vegetables for an additional 2 minutes (so 4 minutes after you flip them), until they are starting to soften but aren't limp.
Remove everything from the grill and divide into 4 portions - 1 zucchini half, one bell pepper half, and a little over one shrimp skewer per portion. Cut the shrimp and bell pepper into smaller pieces if desired. Serve the portioned food together in a bowl with 1 cup of cooked cauliflower rice (or quinoa, white rice, or brown rice if not paleo or Whole30).