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Wash and drain the shrimp.
Make the marinade: In a large bowl or resealable plastic bag, combine the saké, soy sauce, lemon juice, scallion, ginger, garlic, oil and sugar.
Add the shrimp and stir or massage the bag to coat. Refrigerate for 2 hours, stirring or massaging the bag to redistribute the marinade.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 400F and preheat, lid closed, for 10 to 15 minutes.
Drain the shrimp and pat dry. Thread 3 shrimp on each of 8 skewers. Arrange the shrimp skewers and lemon wedges on the grill grate and grill, turning once, for 3 to 4 minutes per side, or until the shrimp are opaque and cooked through. Enjoy!