Preheat your grill to medium-high heat. If using wooden skewers, soak them in water for 30 minutes to prevent burning.
In a large bowl, combine the olive oil, chili powder, cumin, garlic powder, onion powder, salt, and pepper. Mix well to create a marinade.
Add the bell peppers, red onion, zucchini, and cherry tomatoes to the bowl. Toss the vegetables in the marinade until they are evenly coated.
Thread the marinated vegetables onto the skewers, alternating between different types for a colorful presentation.
Place the skewers on the preheated grill. Cook for about 10-12 minutes, turning occasionally, until the vegetables are tender and have nice grill marks.
Remove the skewers from the grill and let them cool for a few minutes before serving.