THREAD shrimp and vegetables evenly onto 24 small wooden skewers; place in shallow dish. Mix dressing, cilantro and 2 tsp. of the lime peel until well blended. Pour over kabobs; cover. Refrigerate 1 hour to marinate. Remove kabobs from marinade; discard marinade.
PREHEAT barbecue to medium-high heat or preheat broiler. Place kabobs on greased barbecue or on rack of broiler pan. Grill or broil 5 inches from heat 4 to 6 min. or until shrimp turn pink and vegetables are crisp-tender, turning after 2 min.
MEANWHILE, mix mayonnaise, remaining lime peel, the lime juice and garlic. Serve with the kabobs.