Prepare a grill for medium-high heat—the oil on the grate should shimmer but not smoke, and you should be able to hold your hand 5 inches above the heat for only 3 to 4 seconds.

Whisk the oil, mustard, rosemary, and garlic together in a large bowl. Season with salt and pepper to taste, then transfer half of this dressing to a small bowl and set it aside for finishing.

Add the mushrooms, zucchini, and bell peppers to the large bowl with the remaining dressing and toss until the vegetables are evenly coated.

Thread the seasoned vegetables onto eight 12-inch metal skewers, alternating the types to ensure they cook evenly.

Place the skewers and the lemon quarters on the hot grill. Cook the lemons until they are charred and softened, about 5 minutes, then move them to a plate.

Continue grilling the kebabs, turning as needed, until the vegetables are tender and well-charred on all sides, about 10 to 12 minutes total.

Squeeze the juice from the grilled lemons into the small bowl with the reserved dressing and whisk until combined.

Slide the vegetables off the skewers into a clean bowl, drizzle with the lemon dressing, and toss gently. Serve immediately while still hot from the flame.