1. Combine the lamb steaks with 2 tablespoons olive oil, 3 teaspoons garlic, lemon zest, lemon juice, and oregano in a resealable plastic bag. Marinate in the refrigerator at least 1 hour or up to overnight.
2. Mix together the Greek yogurt, cucumbers, dill, and remaining 1 teaspoon garlic in a bowl and add salt to taste. Set aside.
3. Prepare a grill to medium-high heat. Soak 12 bamboo skewers in water for 10 minutes.
4. Toss the tomatoes and zucchini with the remaining 2 tablespoons olive oil. Thread the skewers alternating the lamb, cherry tomatoes, and zucchini, then sprinkle on all sides with salt and pepper. Grill the lamb to medium-rare, turning occasionally, about 10 minutes. Serve with the yogurt sauce.
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