Meat on a stick is the world’s oldest form of grilling. Virtually every culture has a version: Peruvian anticuchos, Spanish pinchos, Indonesian saté, Japanese yakitori—the list is virtually endless. But none is quite so famous or beloved as the shish kebab of the Near East.
Step 1: Rinse the lamb under cold running water and blot dry with paper towels. Cut the meat into 1-inch cubes. Don’t trim away too much fat—it will help keep the kebabs moist while they grill.
Step 2: Prepare the marinade: Use your fingers to crumble the saffron into a large nonreactive mixing bowl. Add the water and let stand for 5 minutes.
Step 3: Add the lemon juice and zest, 1 teaspoon salt, 1⁄2 teaspoon pepper, the chopped onion, and garlic and stir until the salt is dissolved. Add the oil, bay leaves, and lamb cubes and toss to mix. Let the lamb marinate in this mixture, covered, in the refrigerator, for as few as 4 hours or as long as overnight—the longer you marinate, the richer the flavor will be.
Stir the lamb every few hours to ensure even marinating.
Step 4: Prepare the vegetables: Cut the onion into 8 chunks. Break each chunk into individual layers. Cut the flesh of the bell peppers off the cores and then cut it into 1-inch cubes.
Step 5: Set up the grill for direct grilling and preheat to high.
Step 7: When ready to cook, thread one quarter of the lamb chunks onto each of the 4 skewers, placing pieces of onion and bell pepper between them. Place the kebabs on the hot grate and grill until cooked to taste, 2 to 3 minutes per side (8 to 12 minutes in all) for medium-rare. Generously season the kebabs with salt and pepper as they grill, and baste them with the saffron butter mixture.
Step 8: Transfer the kebabs to a platter. Never try to eat the lamb and vegetables directly off a skewer, or you might burn your lips. Rather, slide them off the skewer onto your plate.