Soak the wood skewers in water for at least 20 minutes to prevent them from burning in the oven.
Preheat your oven to 400 degrees Fahrenheit and line a large baking sheet with parchment paper for easy cleanup.
Cut the chicken breast and sweet potato into small half-inch cubes, and chop the red bell pepper and zucchini into similar sized chunks.
In a large mixing bowl, combine the chicken and vegetable pieces with olive oil, ground cumin, sea salt, and black pepper.
Toss the ingredients thoroughly until everything is evenly coated with the oil and spices.
Thread the chicken and vegetables onto the soaked skewers, alternating the pieces to ensure even roasting and a beautiful presentation.
Arrange the skewers on the prepared baking sheet and roast for 20 to 25 minutes, turning them once halfway through, until the chicken is cooked through and vegetables are tender.
Remove the skewers from the oven and immediately sprinkle the crumbled feta cheese over the top so it softens slightly before serving.