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Cut onions, tomatillos, and bell peppers into large, skewer-sized pieces. Assemble skewers, alternating 1 piece of each vegetable between 5 shrimps on each skewer. Arrange skewers in a large non-reactive baking dish and pour the marinade over. Submerge skewers in marinade, and marinate, covered, in the refrigerator, for 4 to 6 hours.
Preheat a grill to medium-high heat. Grill skewers for approximately 6 minutes, turning as needed. Remove from the grill and serve.