In a large bowl or Ziploc bag, combine pineapple juice, lemon juice, orange juice, soy sauce, olive oil, brown sugar, orange rind, cinnamon, and cayenne (if using).

Add shrimp, scallops, melon, and pineapple to the marinade.

Cover and marinate in the refrigerator for at least 4 hours.

Soak bamboo skewers in water for 5-10 minutes to prevent burning.

Thread shrimp, scallops, melon, pineapple, and avocado onto the skewers.

Grill or broil for 3 to 6 minutes, turning occasionally and basting frequently with marinade.

Cook until shrimp are pink and scallops are opaque, being careful not to overcook.