Cut lamb into 1 1/2" cubes. Combine oil, lemon juice, onion, oregano, marjoram, parsley and garlic in a large deep bowl. Stir in lamb, cover, let marinate overnight in refrigerator. Cut peppers into squares. Thread lamb cubes onto 6 metal skewers. Grill or broil, 6" from heat, for 15 minutes turning and basting frequently with marinade. Put vegetables on 6 metal skewers and continue grilling lamb and vegetables, turning and basting, for 15 minutes longer or until meat is done as you like it and vegetables are tender.