Peel shrimp, leaving tails intact. Combine lemon juice, wine, garlic, steak sauce, and pepper in a large zip-top plastic bag; seal, and shake to blend. Add shrimp; seal. Marinate in refrigerator 20 minutes, turning bag once.
Remove shrimp from bag, discarding marinade. Thread 8 shrimp onto each of 6 (12-inch) skewers. Place kebabs on a grill rack coated with cooking spray, and grill 2 minutes on each side or until shrimp are done.
Note: Substitute 1/3 cup water and 2 tablespoons vinegar for wine, if desired.