In a small bowl, add coriander, cumin, salt, cayenne, and mint.
In a resealable plastic bag, add lamb and coat with half of spice-herb mixture.
In another resealable plastic bag, add cheese and coat with remaining half of spice-herb mixture.
In a blender, add onion, oil, garlic, and water. Pulse until almost smooth. Add half to bag with lamb, seal, and refrigerate for 30 minutes. Add remaining half to bag with cheese, seal, and refrigerate for 30 minutes.
Meanwhile, if using wooden skewers, soak skewers in water for 20 minutes. Thread lamb onto skewers. Thread cheese, bell pepper, and onion onto other skewers.
Preheat a grill or grill pan over medium-high heat. Grill lamb, turning when browned, until just cooked through and grill marks appear all over, about 8 minutes total.
Grill cheese and vegetable skewers, turning when browned, until cheese and vegetables have grill marks, about 6 minutes total.
Transfer lamb and cheese to a platter, season with salt and pepper, and serve.