Combine oil, lemon juice, and garlic pepper in a large resealable plastic bag. Add the shrimp and marinate for 20 to 30 minutes; turning once. Thread (5) shrimp on each skewer*. Discard the marinade. Grill shrimp on the grill on medium heat for 6 minutes.
*If using wooden skewers, soak in water for 20 minutes to prevent burning.