If you are using wooden skewers, soak them in water for at least 30 minutes.
In a small pot combine the brown sugar with 1/4 cup water, cinnamon and orange zest. Bring to a boil over medium heat. Remove from heat and set aside to cool to room temperature.
Preheat the grill or grill pan over low heat.
Thread 2 pieces of each type of fruit onto each skewer. Grill the skewers until the fruit is warm and lightly charred about 6 minutes giving the skewers a quarter turn every 1 1/2 minutes. Make sure to brush with the brown sugar syrup after each turn.
While the fruit is grilling, make the dipping sauce. Whisk together the yogurt, orange juice, and 1 tablespoon of the brown sugar syrup in a serving bowl. Reserve 2 tablespoons for the Online Round 2 recipe Sweet and Spicy Chicken Wraps.
Arrange the skewers on a serving platter and serve with the dipping sauce on the side.