Soak wood chips in water at least 30 minutes.
Prepare charcoal fire in grill; let burn 15 to 20 minutes.
Drain chips, and place on coals.
Place layers of shrimp and lemon slices alternately in dish; brush with barbecue sauce. Sprinkle with shrimp-and-crab boil seasoning, pepper, and hot sauce; dot with butter. Add wine to dish.
Place dish on grill rack, and cook, covered with grill lid, 15 to 20 minutes or just until shrimp turn pink, stirring once.
Note: For testing purposes only, we used Krraft Thick'n Spicy Hickory Smoked Barbecue Sauce and McCormick Shrimp-and-Crab Boil Seasoning.