Whisk together the olive oil, lemon juice, minced herbs, lemon zest, and pepper in small bowl. Pour half of the mixture into another bowl and set aside.
Wrap a slice of prosciutto around each scallop, securing it with a long toothpick pushed through where the ends of the prosciutto overlap.
Place the scallops and shrimp in a shallow bowl where they can fit in one layer. Pour one of the bowls of marinade over the seafood, flipping the scallops and shrimp so that they have contact with the herbs and lemon zest. Cover and refrigerate for at least one hour, but not more than two hours.
Thread the vegetables on the skewers in a pattern that you like. I placed the rounds of squash, zucchini, and eggplant disc-side up so that they could have more surface area for basting and grilling.
Remove the seafood from the refrigerator. Season with a sprinkling of salt on each side.
Heat the grill to medium. Oil the grates with vegetable oil.
Place the vegetable skewers on the grill. Baste with the the marinade that was set aside. Season with salt. Flip the basted side to rest on the grill. Baste the second side of the vegetable skewers and season to taste with salt. Continue flipping and basting every 3 minutes or so, for a total of 12-15 minutes or until the vegetables have browned a bit and seem appropriately grilled.
In the last 6 minutes of the vegetable kebab cooking time, place the shrimp and scallops on a cooking rack on the grill. Cook on one side for 3 minutes, then flip and continue cooking. If the shrimp turn pink and seem finished early, push them to a cooler part of the grill while the scallops finish cooking.
Offer platters of grilled seafood alongside the vegetable kebabs, garnishing with fresh parsley and thyme.