Pat the chicken dry with paper towels and cut into 2-inch cubes. Place the cubes into a gallon-size zip lock bag.
Remove the seeds and ribs from the bell peppers and cut into 2-inch pieces. Peel the onion and cut into wedges, separating the layers. Place the veggies in the bag with the chicken.
In a small bowl, whisk together the olive oil, lemon juice, garlic, Dijon mustard, oregano, thyme, parsley, rosemary, and black pepper.
Pour the marinade into the bag, seal, and mix to coat the ingredients. Refrigerate for 4 to 24 hours.
When ready to cook, preheat grill to medium-high heat, about 400 degrees and lightly oil the grill grates.
Thread the chicken and vegetables onto skewers, discarding the marinade.Grill the skewers for 10 minutes, turning as needed, until the chicken is cooked through (internal temperature of 165 degrees) and the vegetables are tender.
Slice the cucumber in half and use a spoon to scoop out the seeds. Grate the unpeeled cucumber with a box grater, and squeeze out the moisture.
To a small bowl, add the yogurt, garlic, lemon juice, olive oil and salt, stirring until smooth. Fold in the grated cucumber and mint. If desired, drizzle with a bit more olive oil when ready to serve.