Cut the trout and peppers into evenly sized chunks, about 3cm wide.
Slice the courgette into rounds.
Thread the trout, peppers and courgette alternately on the wooden skewers.
Place the skewers in a dish, pour over the oil and squeeze over the lemon juice.
Sprinkle over the dried oregano and season with salt and pepper.
Leave to marinate while you make the sauce: beat together the feta, yogurt, 2 tsp lemon zest and crushed garlic.
Season to taste.
Preheat the grill or barbecue. When ready to cook brush oil over the bars to help prevent sticking. Lift the skewers from the marinade and grill for about 10-12 minutes, turning once.