No, you can easily make these shrimp kabobs without using the grill. You can use a large skillet on the stove top or the air fryer. For both options, you will likely need shorter skewers. It is easy to snap bamboo skewers in order to make them small enough. Or, you can just cook the shrimp without the skewers. If you make them in the skillet, use medium high heat, and spend no more than 1 minute cooking each side of the shrimp. If you make them in the air fryer, cook them on top of a rack at 350 degrees F for 6 minutes. This might take more or less time depending on the size of shrimp so check to make sure they are finished cooking. They are done when they have curled tight and turned pink.