Preheat the grill (or grill pan) to medium-high. Using a brush, clean the grill and grease with oil using a long pair of tongs with some folded paper towels dipped in some olive oil.
Thread the shrimp, peppers and onions onto skewers. If using wooden skewers, soak them in water for 30 minutes to prevent burning and splintering.
Season shrimp and vegetables with salt, black pepper, Italian seasoning and paprika.
In a small bowl, combine the melted ghee (or butter), garlic, lemon juice and parsley together. Brush lemon butter sauce on both sides of shrimp, reserving some for later.
Grill skewers for 3-4 minutes on each side or until shrimp is opaque and vegetables are tender or starting to brown just slightly.
Brush remaining lemon sauce over the shrimp and allow to cook for 10 more seconds. Remove from heat and serve immediately.