Preheat your wood pellet grill to 375 to 450 °F.
Clean the mushrooms. Place them in a bowl and mix with the olive oil, lemon juice, kosher salt, and several grinds of black pepper.
Thread them onto metal skewers. If using wooden skewers, soak them for about 15 minutes.
Place the skewers on the grill grates and cook for about 10 minutes until tender, turning every few minutes.
Remove from grill and sprinkle with the chopped fresh herbs. Spritz with the juice of a few lemon wedges before serving.
Serve with the remaining lemon wedges.