Combine the olive oil, lemon juice, Old Bay seasoning, garlic powder, sea salt, and pepper together in a large mixing bowl. Add the shrimp and toss until well coated. Cover the bowl and refrigerate for 30 minutes.
Thread alternating pieces of bell pepper, onion, shrimp, and andouille sausage onto skewers. Top each skewer with 1-2 cherry tomatoes.
Preheat the grill to medium-high heat and lightly oil the grate. Grill the skewers for about 8-10 minutes, turning once, until the vegetables are tender and the shrimp is cooked through.