Combine oil, lemon juice, red pepper flakes, garlic, shallot, lemon peel, and rosemary. Pour over shrimp and marinate for 4 hours, turning occasionally. Thread shrimp and mushrooms on skewers, weaving in rosemary sprigs. Brush skewers with marinade and grill over medium-hot coals until shrimps are bright pink, about 5 minutes per side.
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