Soak wooden skewers in water for at least 15-30 minutes.
Skewer the vegetables by alternating between the different veggies. Brush skewers with a light layer of olive oil.
Preheat grill or large heavy pan to medium-high heat. Once the grill/pan is hot, add skewers and grill /cook for approximately 5-8 minutes per side, or until vegetables are just softening and browning around the edges.
To make sauce, place all ingredients except the oil in a blender. Blend until combined. With the motor running, slowly stream in oil.
Drizzle sauce over skewers. Transfer remaining sauce to glass jar and store in the refrigerator up to 5-7 days. Enjoy!