You need one of these

If you use an outside grill, you should have one of these nifty grill baskets. Nothing is more irritating than chunks of food falling through the grate. This is just a cheap one I bought someplace like Ross, but it does the trick. It looks like a wok with holes in the bottom, and works great for grilled vegetables and all kinds of fajitas.

Slice the veggies and coat with olive oil and a simple seasoning like chili powder, then toss them around the pre-heated grill basket until tender. Take the vegetables out and cook the shrimp the same way for just a few minutes. Presto! Light and healthy shrimp fajitas (if you pass on the sour cream and guacamole.)