In a bowl, mix dressing mix, oil, tequila and lime juice until well combined. In a shallow dish, add the shrimp and vegetables and pour marinade over the top and cover.
Refrigerate for 30 minutes to 2 hours to allow flavor to soak in.
Preheat grill to a medium-high heat. Remove shrimp and vegetables from marinade; discard marinade. Arrange shrimp and vegetables on skewers.