Thaw shrimp, if frozen. Peel shrimp, leaving tails intact. Devein shrimp. Place margarine or butter and oil in a small saucepan; melt over medium-high heat. Add garlic and cook 2 minutes; remove from heat. Stir in wine, parsley, lemon peel, and ground pepper; set aside.
Thread shrimp, green onion pieces, and pepper pieces onto 6-inch long appetizer skewers. (If using wooden skewers, soak them in water for at least 30 minutes before planned grilling time to prevent scorching.) Brush with garlic mixture.
Grill the skewered shrimp and vegetables on a grill rack directly over medium heat for 6 to 8 minutes or until shrimp turn pink, turning once and brushing with garlic mixture halfway through grilling. Serve immediately. Makes 15 to 20 appetizer servings.