Thread the scallops, shrimp to skewers. Brush all with canola oil and sprinkle with the salt, pepper and lemon zest.
When the grill is very hot, add the skewers and lemons flesh side down and close the lid. The lemon wedges will only take but a minute, so remove them first.
Grill for 1-2 minutes. If the scallops stick, they are not ready to turn. Once they release, turn and grill for 1 more minute. Remove from grill and serve with the grilled lemon.