Season the shrimp and pineapple with salt and pepper.
Rub the grates of the grill with cooking oil to prevent sticking. Heat the grill to 400°F(200°C). Place the shrimp and pineapple on the grill and cook about one minute per side, turning so all sides get grill marks.
Slide a piece of pineapple and shrimp onto the cocktail skewer and line them up on a serving platter.