Souvlaki with Merguez Sausage and Piquillo Pepper Yogurt Sauce

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1 cup Greek olive oil

6 cloves garlic, chopped

1 large yellow onion, coarsely chopped

1 tablespoon chopped fresh oregano leaves

3 pounds lamb tenderloin, cut into 1 by 1-inch strips

1 pound merguez sausage

Wooden skewers, soaked in water for 30 minutes

Salt and freshly ground pepper

8 pocket pita breads

Grilled onion, sliced

Grilled red pepper, sliced

Piquillo Pepper Yogurt Sauce, recipe follows

Piquillo Pepper Yogurt Sauce:

2 cups thick Greek yogurt

4 piquillo peppers, or 2 roasted red peppers

6 cloves garlic, coarsely chopped

2 teaspoons grated lemon zest

2 teaspoons chopped fresh oregano leaves

Salt and freshly ground pepper