Method:
To prepare the tzatziki sauce, put yogurt, cucumbers, garlic, chopped onions, and lemon juice into a medium bowl and stir well. Cover and refrigerate for 1 hour.
Preheat the oven to 350°F. Assemble kebabs by threading lamb, mushrooms, peppers, and sliced onions onto the skewers, alternating them as you go so that each kebab has a bit of each. Place all kebabs on a baking sheet and season generously with salt and pepper, turning skewers around to season all sides. Drizzle with oil, once again turning the skewers to evenly coat all of the meat and vegetables.
Bake about 12 minutes for medium rare or 15 minutes for medium to medium well. Alternately, grill at high heat, turning and browning all sides until cooked through. Transfer kebabs to a platter and serve with tzatziki sauce on the side.