In bowl, mix together lemon juice, Cajun seasoning, and shrimp. Set aside. Dice onions and peppers into 2 inch cubes. Slice squash into 2 inch rounds. Skewer shrimp and veggies alternately until all ingredients are used. Place on grill, brush with remaining marinade. Turn skewers once and brush other side with marinade. Cook until veggies are caramelized and shrimp is cooked through.