Whisk together the olive oil, garlic, lemon juice and zest, oregano, salt and pepper in a small bowl.
Place the swordfish cubes and vegetables in a large bowl. Add the lemon garlic olive oil mixture and toss to coat. Marinate in the fridge for 1 hour.
If using wooden skewers, submerge in water and soak for at least 30 minutes.
Preheat grill over medium-high heat.
Thread the swordfish and vegetables onto six skewers, alternating swordfish with the vegetables.
Brush the grill grates with the vegetable oil. Place the kebobs on the grill, and grill until lightly charred in parts and the swordfish is cooked through, 2 to 4 minutes per side.