Carefully arrange the prepared vegetables onto skewers, and put them on a baking sheet. Combine the olive oil, salt, pepper, cumin, paprika, agave and lemon juice in a small bowl. Brush the marinade on the kebabs and let marinate for 15 minutes.
Preheat a grill or grill pan to medium heat. Put the skewers on the grill and cook on all sides, about 6 minutes total. Arrange the skewers on a serving platter and serve.