How to Make It
Preheat grill to high (450°F to 500°F); or heat a grill pan over high, and lightly grease. Combine shrimp, sausage, okra, olive oil, Cajun seasoning, and black pepper in a large bowl; toss to coat. Thread mixture onto 8 (8-inch) skewers, with sausage rounds inside shrimp and alternating with okra slices.
Place kebabs on lightly greased grill grate or in grill pan. Grill, uncovered, until okra is charred and shrimp is cooked through, about 1 1⁄2 minutes per side. Transfer kebabs to a serving plate. Stir together butter, lemon juice, and hot sauce; brush on kebabs. Serve with lemon wedges.