Place wooden skewers in water and soak for at least15 minutes while you prepare the recipe ingredients.
Cube the cheese into roughly 1-inch pieces. Cut the zucchini, bell pepper, and onion into 1-inch pieces. keep cherry tomatoes and mushrooms whole.
Build the skewers by alternating between ingredients.Leave a small amount of space between ingredients and a bit of space on each end of the skewer.
Brush skewers lightly with olive oil and season lightly with salt and pepper.
Grill skewers on medium-high heat, and cook to desired doneness, flipping occasionally.
Serve skewers with honey mustard sauce.