In a bowl, combine all sauce ingredients and whisk. Set aside.
In another bowl, whisk together olive oil and lemon juice for the salad. Toss with vegetables and parsley. Add salt, pepper, and feta.
Heat broiler with a rack set 6 inches below. In a bowl, toss together all kebab ingredients. Shape into eight 4-inch-long portions on a foil-lined baking sheet. Slide a skewer into each.
Broil until lightly seared on both sides and cooked through, about 4 minutes per side.