Blend all the ingredients, besides lamb, in a food processor.
Place lamb in a large Ziploc bag, or in a bowl. Pour half the marinade over and mix well. Let marinate for a few hours and up to overnight.
If using wooden skewers, let them soak in water for half an hour (to prevent them from burning on the grill). Remove lamb cubes from the marinate and skewer them. Let sit at room temperature for half an hour (to lose some of the chill).
Meanwhile, preheat your grill to medium-high.
Grill the lamb to your liking of doneness.
While the lamb is cooking, take the other half of the marinade and mix together with the yogurt to make a dressing, or use it as is.
Serve the grilled lamb with the dressing.