1In shallow glass or plastic dish or resealable food-storage plastic bag, mix all Lemon-Rosemary Marinade ingredients. Add shrimp, zucchini, yellow squash and bell pepper to marinade; stir to coat. Cover dish or seal bag and refrigerate 15 to 30 minutes, stirring occasionally. Heat coals or gas grill for direct heat.
2Remove shrimp and vegetables from marinade; discard marinade. Place shrimp and vegetables in grill basket.
3Cover and grill shrimp and vegetables 4 to 5 inches from medium heat 12 to 14 minutes or until shrimp are pink and firm and vegetables are tender. To serve, peel shrimp. Serve with lemon wedges.