Soak about 20 short (2 to 3 in.) wooden skewers or toothpicks in water 20 minutes. Heat grill to high (450 to 550°). Mix all ingredients together in a medium bowl.
Thread a piece of steak, shallot, and a mushroom onto each skewer. Grill, turning often, until meat is medium rare, about 6 minutes.
Note: Nutritional analysis is per serving.