Combine OJ, soy sauce, red pepper flakes, lime and honey in a bowl and mix. Add peeled shrimp and marinate at least 30 minutes.
Soak skewers for a few minutes to prevent burning (if using wooden ones).
Cut bell peppers into slices.
Prepare pineapple into cubes.
Assemble double skewers by putting two skewers through one shrimp and threading on pineapple and red pepper, alternating until you are all out of ingredients.
Grill shrimp a few minutes per side - until opaque. Time will depend on how hot your grill is, but you'll need less time than you think or your shrimp will get rubbery.
For the yogurt sauce
Combine all ingredients and stir well.