First, I agree about the shrimp and chicken on the same skewer. Unless the shrimp are VERY large and the chicken is cut very small, (even then, it might be tricky) I would cook them separately.
Second, think of the broiler in your oven as an inverted electric grill. You will, of course, be lacking the smoky aspect from a charcoal grill.
Third, you might consider a smaller type grill, such as a hibachi.
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