Heat oil in a large nonstick skillet over medium-high heat. Add shrimp and garlic; sauté 3 minutes or until shrimp begin to turn pink. Place shrimp in an 11 x 7-inch baking dish. Top evenly with bell pepper, onion, and lemon slices.
Combine water and next 7 ingredients in a small bowl; pour evenly over shrimp. Cover and marinate shrimp at least 24 hours. Remove shrimp from marinade with a slotted spoon, and serve with wooden picks.