Thread skewers alternating shrimp, salmon and vegetables. Lightly coat hot grill with vegetable oil.
Grill skewers approximately 5 minutes per side until shrimp are opaque and vegetables are crisp tender and slightly charred. Remove from heat. Reduce temperature on grill to low or use indirect heat for next step.
Brush cooked skewers with sauce. Return to grill and heat both sides about 30 to 60 seconds to sear sauce to food. Remove from skewers and enjoy!