Mix the olive oil, soy sauce and lime juice together in a large bowl. Toss in the lamb and vegetable cubes and cover completely in the marinade.
Thread the lamb and vegetables cubes through the wooden skewers. Marinade for a few hours or overnight.
Place the lamb skewers on the BBQ or in a pre-heated oven at 180C for 20 to 30 minutes.
Mix all the ingredients together for the satay sauce in a blender. Place in a saucepan on medium heat for flavours to develop for 5 -10 minutes (keep a close eye on it to avoid burning).
Serve the lamb skewers on a large serving dish with the satay sauce on the side and garnished with coriander and lime wedges.