Combine olive oil, lemon juice, minced garlic, smoked paprika, oregano, salt, and black pepper in a small bowl. Whisk together for 30 seconds until paprika dissolves evenly. I always taste this mixture straight—it should taste savory-bright, not bitter, because that's your flavor foundation for the entire batch.
Place all chopped vegetables and cheese cubes in a large bowl, then pour the marinade over them. Toss gently but thoroughly for about 2 minutes until every piece glistens with coating. This step takes discipline—don't skip ahead to threading yet, because even distribution prevents some vegetables from drying out while others steam.
Let the vegetables sit in the marinade for 15 minutes at room temperature while you preheat the grill. I use this window to soak wooden skewers in water if I'm using them, because nobody wants charred wood splinters on their plate. A gas grill should reach medium-high (around 400°F), which takes about 10 minutes from cold.
Thread vegetables and cheese onto skewers in alternating patterns: tomato, pepper, onion, cheese, mushroom, cheese, zucchini, and repeat. Space pieces about 1/4-inch apart instead of jamming them together—I learned this the hard way when overstuffed kabobs cooked unevenly and one side charred while the other stayed soft. The gaps let heat circulate fully around each piece.
Oil your grill grates thoroughly by rubbing them with a paper towel dipped in vegetable oil—this prevents the cheese from sticking and prevents vegetables from tearing. Place kabobs perpendicular to the grate so they sit in contact with the heat but won't roll away.
Grill for 12-15 minutes, turning every 3-4 minutes with kitchen tongs to ensure even charring on all sides. Watch for the peppers' skin to wrinkle slightly and the cheese to show brown spots—that's your visual cue everything's done. I rotate mine four times total, which seems fussy but delivers those Instagram-worthy char marks that make people believe you've grilled vegetables for years.
Transfer finished kabobs to a serving platter and let them rest for 3 minutes before serving. This resting period lets the cheese reset slightly so it doesn't immediately slide off, and it gives everyone time to gather around.