Grilled Shrimp Kebabs

24 medium shrimp , shells on, deveined 2 lemons , cut into small wedges 3 yellow squash or 3 zucchini , ends trimmed 2 tablespoons olive oil 1 teaspoon kosher[...]

1 cup ketchup 1 tablespoon prepared white horseradish 1 tablespoon fresh lemon juice 1/4 cup chopped parsley 2 scallions , minced 1 1/2 lbs large shrimp ,[...]