Cut the aubergine and pepper into chunks; cut the onions into wedges; slice the courgettes into 1-to 1-1/2-inch lengths; leave the mushrooms whole. Mix together all flavouring ingredients. Toss the vegetables in the flavourings and marinate for 2 to 4 hours. The sauce should be part-prepared well ahead. Chop the onion and garlic roughly, then whizz them in a food-processor or blender with the coriander seeds. Add the chili, oil and anchovy essence and whizz again. Add the peanut butter, lemon juice and honey and process once more. Scrape the puree into a small saucepan, cover and set aside for at least 1 hour before cooking. Thread the vegetables on to skewers and grill under moderate heat for 10-15 minutes, basting with the marinade liquid as necessary. Meanwhile, add 5 tablespoons warm water to the pan of sauce and set it over medium heat. Cook at a steady bubble, stirring often, until the sauce is hot and aromatic. Reduce heat to a very low and cook for a few minutes longer, adding more water if necessary to achieve a good creamy consistency, and adjust seasoning to taste. Hand round the sauce separately.