In a large shallow storage container or plastic bag, combine beef, beer, and wine. Cover or secure tightly and refrigerate overnight. Prepare vegetables and place in storage container or plastic bags. Cover or secure tightly.
Preheat grill. On each skewer place mushroom cap, beef, yellow pepper, beef, red pepper, beef, onion, beef. Repeat until skewer is full, ending with a mushroom cap. Grill 15 minutes or until desired doneness, brushing with remaining marinade and turning occasionally to brown all sides.