Method:
In a bowl, combine oil, lemon juice, spice rub, and garlic to make a marinade. Transfer 1/4 cup of the marinade to a small bowl, cover, and refrigerate to use for basting later. Pour remaining marinade into a large resealable plastic bag and add lamb. Seal bag, turn to coat, and refrigerate for at least 8 hours or overnight, turning occasionally.
Brush grill rack with olive oil or use nonstick cooking spray before starting the grill. Drain and discard marinade from lamb. Alternately thread lamb, peppers, zucchini, and onions onto skewers to make kabobs.
Grill kabobs, uncovered, over medium heat for 3 minutes on each side. Baste with reserved marinade, then continue basting and cooking for 8 to 10 minutes longer, or until meat reaches desired doneness and vegetables are tender. Transfer to a large platter and serve with lemon halves.