Mixing marinade: Combine all marinade ingredients in a bowl. Stir and set aside.
Making brochettes: Skewer a cherry tomato, a shrimp, some onion, another shrimp, a couple of cubes of bell pepper, another shrimp, and another tomato.Repeat to make 12 of these.Bathe the skewers with the marinade. Let them rest covered in the fridge for at least two hours.
Grilling: Heat the grill over medium-high heat. Place the skewers on the grill, and cook until the shrimp are pink on the bottom side and the vegetables are just a bit charred (about 5 minutes). Flip and cook the same way on the side. Remove from the heat.The process is the same whether you use a gas, charcoal, or stovetop grill.