In a small bowl, whisk together the water and cornstarch.
In a small saucepan, whisk together the brown sugar, soy sauce, lemon juice, garlic, ginger, and sesame oil. Slowly whisk in cornstarch slurry into the mixture.
Heat teriyaki sauce over medium high heat until it comes to a boil. Reduce heat until it can maintain a gentle boil and allow to cook about 2 minutes until the mixture just starts to thicken. Remove from heat.
Remove about 3 tablespoons of the sauce and reserve for later.
Add shrimp to remaining sauce and stir to coat. Add shrimp to skewers. Grill over high heat, turning once, until shrimp is done, about 5-10 minutes depending on the size of the shrimp.
Brush the top of the cooked shrimp with the reserved sauce. Garnish with green onion and sesame seeds. Serve with rice and a steamed vegetable.