Preheat the barbecue or a sandwich press to medium high heat.
In a bowl whisk together the olive oil, lemon zest and juice, parsley, oregano and chili flakes. Pour 1/2 of the sauce over the shrimp and set aside.
Cut the asparagus in half. Cut the ends off the zucchini, and using a vegetable peeler cut the zucchini into wide long strips. You could also use a knife to cut the slices but try to make them as thin as possible. You will need 10 slices of yellow and 10 slices of green zucchini.
Start by threading a yellow zucchini slice onto the skewer followed by a shrimp, asparagus spear and green zucchini ribbon. Repeat the process so that there are two of each ingredient on a skewer. Do the same process for the remaining 4 skewers.
Cook the skewers for approximately 4 minutes per side, brushing each side with sauce per flipping. Grill until the shrimp are pink and the veggies are lightly charred. Serve warm.