Combine the soy sauce, vegetable oil, lime juice and the lime after it is juiced, the garlic, onion and cilantro in a plastic zip lock bag. Add the skirt steak and marinate overnight or at least 4 hours.
When ready to cook line your vegetables on a sheet pan and brush with oil and salt and pepper both sides.
Remove the steak from the marinade reserving just a little marinade for the shrimp. Since you did not have chicken in the marinade, it is ok to use a little for the shrimp. Lightly salt and pepper your skirt steak. Place your shrimp in a bowl, pour the reserved marinade over it and allow it to sit while you are preparing your grill.
When you grill is ready, add your vegetables and the steak. Cook your vegetables to char them on all sides, removing them as they are done. I keep my bell peppers and jalapeno whole while I'm cooking them, and slice them before serving.
Cook your steak until your preferred doneness. I like to cook my on the medium rare side, but cook as you would cook your favorite steak. When ready, remove, tent with foil and allow to rest for about 15 minutes.
While the steak is resting add your shrimp to the grill. Cook on the first side about 4 minutes or until they start turning pink. Turn and cook a couple of minutes longer.
Cut your steak across the grain. Arrange all of the vegetables and meats on a large platter. Serve with flour or corn tortillas, my charro beans, guacamole and some sour cream! Enjoy!
Note: All of this can be prepared in advance. Before serving, just heat a cast iron skillet to high. Throw your veggies in, the steak and allow to just sit and heat until sizzling, turn and do the same on that side. Serve in the skillet if you like!!