Preheat your grill to medium heat.
In a large bowl, add the shrimp, sausage, pineapple, and peppers. Drizzle with olive oil and season with lemon pepper, Old Bay, salt, and black pepper. Toss until everything is evenly coated.
Thread the shrimp, sausage, peppers, and pineapple onto skewers, alternating each ingredient for a balanced bite.
Place the skewers on the grill and cook for about 5 minutes, turning occasionally, until the shrimp are pink, slightly charred, and cooked through.
Remove from the grill and serve immediately while hot.