If you are using wood skewers, place them in a baking dish and cover with water. Let soak for at least 1 hour; drain.
Season the shrimp with salt and pepper and let sit while you prepare the Old Bay butter.
In a small saucepan, melt the butter. Add the minced garlic and Old Bay and cook until fragrant, about 2 minutes. Remove from the heat and let cool.
Trim the root and dark green ends from your scallions. Cut the white and light green parts into 2-inch lengths.
Pat the shrimp dry with paper towels then thread on to sets of two skewers, alternating with the scallions. Pour half of the Old Bay butter into a separate small bowl and brush all over the skewers.
Heat a grill or grill pan. Grill the lemons cut side down over moderately-high heat until nicely charred, about 2 minutes. Transfer to a platter. Grill the skewers over moderately-high heat until the shrimp have turned pink and are opaque and charred around the edges, about 2 minutes per side. Transfer the skewers to the platter with the lemons and brush with the reserved Old Bay butter. Serve right away with grilled bread, if desired.