If using wood skewers, soak an hour before preparing.
Cut polenta into rough, 1″ square cubes- you will want about 12 cubes. Set aside.
Cut the zucchini in half lengthwise and cut eat side into ½” half moons. Cut onions and peppers into roughly the same size pieces and place in a bowl with the cherry tomatoes. Add olive oil and curry powder, stirring until well combined.
Light grill to a medium heat.
Alternate threading the vegetables and polenta on the skewers until skewers are full. Brush any leftover curry mixture over the vegetables and polenta. Place skewers on a well oiled grill pan or piece of foil and transfer to hot grill. Cook on each side for 2 to 3 minutes until vegetables and polenta are lightly charring. Serve with a sprinkle of cilantro and a side of limes and yogurt.