Preheat the grill or grill pan to medium-high heat.
Clean the grill with a brush, then grease it by holding paper towels dipped in olive oil with tongs.
Thread shrimp, peppers, and onions onto the skewers.
If using wooden skewers, soak them in water for 30 minutes to avoid burning or splintering.
Season the shrimp and vegetables with salt, black pepper, Italian seasoning, and paprika (optional).
In a small bowl, mix melted ghee (or butter), garlic, lemon juice, and parsley.
Brush the lemon butter sauce on both sides of the shrimp, saving some sauce for later.
Place the skewers on the grill and cook for 3-4 minutes on one side.
Flip the skewers and cook the shrimp for another 3-4 minutes until they turn opaque and the vegetables start to brown slightly.
Brush the remaining lemon butter sauce over the shrimp.
Let the shrimp cook for an additional 10 seconds after brushing with the sauce.
Remove the skewers from the grill and serve immediately.