Melt the margarine in a medium saucepan over medium heat.
Sauté the onion and garlic until soft, about 5 minutes.
Stir in milk, flour, salt and pepper.
Whisk and simmer until the sauce is thickened, about 5 minutes. Set aside.
Stir the shrimp into the garlic pepper sauce; heat thoroughly.
Taste and add garlic or pepper to your desired taste.
SHRIMP SKEWERS ON OUTDOOR GRILL: Skewer the shrimp onto metal or wood skewers, to ease in turning them, and grill until the shrimp are opaque and firm, about 7 to 8 minutes.
WITHOUT SKEWERS: To grill shrimp on the grill grates: Heat charcoal (using hard wood lump or regular charcoal) or gas grill to medium-high heat (about 475°). If using a charcoal grill, let charcoal get completely hot and white, and then level it out into an even layer. Oil grill grates well. Set shrimp on grates. Grill for 3 to 4 minutes per side, until shrimp are no longer opaque and have a bit of char.