Step 1

In a large bowl, combine olive oil, smoked paprika, oregano, garlic powder, fennel seeds, cumin seeds, salt, and lemon zest; mix to combine. Add shrimp and toss to coat. Let sit for 30 minutes at room temperature, or up to 5 hours refrigerated.*Note: If using wooden skewers, soak in water while the shrimp marinates.

Step 2

Meanwhile, prepare Lemon-Dill Sauce by combining Greek yogurt (or sour cream), mayonnaise, lemon juice, dill, chives, salt, and pepper in a medium bowl; stir with a whisk until smooth. Refrigerate until ready to use.

Step 3

Thread marinated shrimp onto 8 metal or wood skewers, alternating with zucchini and chunks of red onion. (Aim for 3 shrimp per skewer.) Brush any remaining marinade over the zucchini and red onion. Place skewers on a parchment-lined baking sheet. *Note: if you're cooking the shrimp and veggies stovetop, there's no need to use skewers.

Step 4

Heat the grill to medium-high heat. Arrange skewers directly on the grill grates. Cook, turning only once, until the veggies and shrimp are lightly charred, about 5 to 6 minutes total. Use a set of tongs to remove skewers from grill and transfer to a clean platter or parchment-lined baking sheet.

Step 5

Heat a grill pan or cast iron skillet over medium-high heat, and lightly coat with oil. Arrange marinated shrimp and veggies in pan, and cook for 5 to 6 minutes, only turning/tossing once, until cooked through. (Note: It's best to cook the shrimp and veggies in two separate batches to avoid any overlap in pan.)

Step 6

Serve shrimp skewers over rice or grain of choice with a side of Lemon-Dill Sauce for dipping.