1. Soak skewers in water 30 minutes. Preheat grill to medium-high heat (350° to 400°).
2. Whisk together oil and next 6 ingredients; reserve 2 tablespoons. Thread shrimp, sausage, onions, and cherry tomatoes evenly onto skewers. Place in a large baking dish or roasting pan, and brush with marinade.
3. Grill skewers 4 to 5 minutes on each side or until sausage is browned and shrimp are done. Serve over lettuce leaves; drizzle with reserved 2 tablespoons marinade.