Trim any excess fat from the lamb shoulder and cut into 1-inch cubes.
In a medium bowl, whisk together the olive oil, 2 tablespoons of the Greek yogurt, oregano, garlic powder, cumin, sea salt, black pepper, and lemon juice to create the marinade.
Add the lamb cubes to the bowl, tossing well to coat every piece, and let marinate in the refrigerator for at least 30 minutes.
While the lamb marinates, cut the red bell pepper and red onion into 1-inch chunks suitable for skewering.
Thread the marinated lamb, bell peppers, and onions onto skewers, alternating between the meat and vegetables.
Preheat your grill or grill pan to medium-high heat and lightly oil the grates.
Grill the skewers for 8 to 10 minutes, turning occasionally, until the lamb is cooked to your desired level of doneness and the vegetables are slightly charred.
Serve the skewers immediately with the remaining Greek yogurt on the side for dipping.