For the skewers: Preheat a grill pan over medium-high heat.
Cut off the ends of the zucchini, then trim off the sides lengthwise, creating 4 flat sides. Cut crosswise to create 1 1/2-inch cubes.
Using six 14-inch metal skewers, skewer the beef, zucchini, tomatoes and onions, distributing the ingredients evenly among the skewers.
For the spice mix: In a small bowl, mix together the salt, black pepper, garlic powder, lemon pepper, fennel seeds and thyme. Drizzle the skewers with the vegetable oil and season with the spice mixture. Grill the skewers until well-marked on all sides, 1 to 2 minutes per side. Allow to rest while making the salad.
For the blue cheese sauce: In a mason jar, mix together the mayonnaise, lemon juice, milk, blue cheese and some hot sauce, salt and pepper. Put on the lid and shake until evenly combined.
For serving: Mix together the olive oil and lemon juice in a bowl.
Add the salad greens to a serving platter and drizzle with the lemon dressing. Place the skewers over the salad greens and drizzle with the blue cheese sauce. Garnish with the parsley and blue cheese.