Slice the goat cheese into 1/2-inch cubes. In a small bowl, combine the goat cheese with lemon zest, peppercorns, and olive oil. Toss and refrigerate overnight.
Grind sugar rose petals in blender to make a powder and transfer to a small bowl. Dip each watermelon cube into the rose petal powder to coat. Remove goat cheese cubes and reserve the citrus oil. Thread the watermelon, goat cheese, and mint leaves alternately on skewers. Drizzle the citrus olive oil over the skewers and serve.