Prep the skewers: If using wooden skewers, soak them in water for at least 15–20 minutes to reduce scorching in the air fryer.
Preheat the air fryer: Set to 400°F (200°C) for 3–5 minutes. A hot basket helps the shrimp sear and the sauce caramelize.
Make the glaze: In a bowl, mix BBQ sauce, olive oil, honey or brown sugar, smoked paprika, garlic powder, onion powder, cayenne (if using), a pinch of salt, and a few cracks of black pepper.
Zest half the lemon into the bowl and add 1 teaspoon lemon juice. Stir well.
Season the shrimp: Pat the shrimp dry with paper towels. Toss them in half of the BBQ glaze until evenly coated.
Reserve the other half for basting.
Skewer everything: Thread shrimp onto skewers, curling each shrimp so it pierces in two places to hold its shape. Alternate with bell pepper and red onion pieces if using. Aim for about 4–5 shrimp per skewer.
Oil the basket: Lightly spray or brush the air fryer basket with oil to prevent sticking.
Cook the first side: Arrange skewers in a single layer without crowding.
Air fry at 400°F (200°C) for 3 minutes.
Baste and flip: Brush skewers with some of the reserved glaze, flip carefully, and brush the other side. Air fry for another 2–3 minutes, until shrimp are opaque, pink, and slightly charred at the edges.
Final gloss: Brush with a light coat of the remaining glaze and air fry 30–60 seconds more to set the sauce. Avoid overcooking—shrimp go rubbery fast.
Finish and serve: Squeeze fresh lemon or lime over the skewers.
Garnish with chopped parsley or cilantro. Serve hot with extra BBQ sauce on the side if you like.