In India, we make the kebabs with Paneer, an Indian Cheese which is high in protein and fat, similar to Tofu. I like Tofu in non Indian dishes for its light and bland taste.
Grill is not a common sight in India, at least, was not while growing up. I remember my mom directly placing any vegetables on fire and roasting them to bring out the smoky flavors. One of my favorites is corn, roasted directly on the flame, rub with lemon juice and sprinkle sea salt. I have experimented this dish a few times- in the oven, shallow frying in a pan and placing on direct flame and I liked best when cooked in an oven and then broil for a couple of minutes.