If using wooden skewers, submerge them in water and let soak for at least 30 minutes to prevent burning. While skewers soak, prepare all vegetables: cut zucchini into 1-inch thick rounds, halve brussels sprouts lengthwise, cut red onion into chunks, leave cherry tomatoes whole, and trim mushroom stems. Mince the garlic cloves and chop the fresh parsley. Having everything prepped before marinating ensures you can quickly thread and grill the kabobs.
In a large bowl, whisk together the extra virgin olive oil, fresh lemon juice, balsamic vinegar, kosher salt, dried oregano, red pepper flakes, and smoked paprika until well combined. Add all the prepared vegetables and minced garlic to the marinade, then gently toss until every piece is evenly coated. Let the vegetables sit for at least 20 minutes so they absorb the flavors and begin to soften slightly. I find that this marinating time makes a real difference in flavor—the vegetables taste more vibrant and the seasonings penetrate better.
Remove the soaked skewers from water and pat dry. Retrieve the marinated vegetables from Step 2, reserving the marinade in the bowl. Thread the vegetables onto skewers in an alternating pattern—try mixing zucchini, mushrooms, onion, brussels sprouts, and tomatoes so each kabob has variety. Leave about 1/2 inch of space at each end of the skewer for easy handling. You'll have approximately 8-10 kabobs depending on skewer length.
Heat your grill to medium heat (around 375-400°F) and lightly oil the grates to prevent sticking. Place the threaded kabobs directly on the grates and grill for 10 minutes until vegetables develop light char marks and soften. Rotate each kabob a quarter turn and grill for another 8-10 minutes, continuing to rotate occasionally for even cooking. The total cooking time is roughly 18-20 minutes. I like to brush the reserved marinade onto the kabobs during the last few minutes of grilling for extra flavor.
Once the vegetables are tender and charred at the edges, carefully remove the kabobs from the grill to a serving platter. Scatter the chopped parsley over the top as a fresh finish. Serve immediately while warm, optionally with lemon wedges on the side for guests who want extra brightness.
If grilling isn't an option, preheat your oven to 400°F and arrange the threaded kabobs on a rimmed baking sheet lined with foil or parchment paper. Bake for 15 minutes, then turn each kabob and bake for another 12-15 minutes until vegetables are tender and lightly caramelized. Finish with fresh parsley and serve as you would grilled kabobs.