In a large bowl, mix the yogurt, oil, spices and salt to form a smooth marinade.
Add the paneer and veggie pieces into the bowl and give it a gentle mix. Let this marinade for a 10-15 minutes, or longer for 1-2 hours if possible.
When you're ready to cook, heat a grill pan on medium-high heat. Gently skewer the paneer pieces alternating with the peppers and onions, and grill until lightly brown and cooked on all sides.
Serve immediately with some Green Chutney on the side.