If you're using wooden skewers, soak them in water for at least 30 minutes before you start grilling so they don't burn.
Whisk together the chile lime oil, set aside.
Preheat your grill (or grill pan).
Chop veggies so that they are somewhat uniform in size and thread them onto the skewers. Sprinkle them with some salt and liberally brush the veggies with the chile-lime oil.
Grill for a few minutes on each side, until the mushrooms are cooked through and a nice char has formed on the edges of the veggies. (About 10-12 minutes total, depending on the size of your veggies and the heat of your grill).
Remove from heat and brush them with the remainder of the oil.