In a bowl mix all the dry ingredients, the yoghurt and the olive oil. Then add the chicken and mix well, making sure to coat the cubes in the marinade. Cover and let marinate for half an hour.
Preheat the oven to 180 C / Gas 4. If using wooden skewers, soak in water.
Thread a chicken piece, then a piece of onion and a piece of pepper onto a skewer. Repeat till the skewer is filled. Do the same with the other skewers.
Place the skewers on a baking tin in the preheated oven and bake until they juices run clear and the chicken is browned, about 20 minutes depending on the size of the pieces, turning them a few times.