In a mixing bowl, combine yogurt, olive oil, honey, Kashmir pepper, lime juice, ginger, garlic, garam masala, and salt. Add the vegetables, stir gently to coat. Cover with plastic wrap and refrigerate for 30 minutes to 2 hours.
Tread the vegetables on skewers and place on a sheet pan or baking dish.
Prepare grill for direct heat and preheat to medium. Oil the grates.
Place skewers on the grill. Grill, turning every 2–3 minutes. Cook until the vegetables are tender, 8–10 minutes.