Stir together yogurt, parsley, cilantro, lemon juice, oil, garlic, paprika, cumin, salt, pepper and cayenne in a medium bowl. Add chicken and toss to coat well. Cover with plastic wrap and marinate in the refrigerator for 20 minutes.
Meanwhile, preheat grill or broiler. Blanch bell peppers in boiling salted water for 3 minutes. Remove with a slotted spoon and refresh with cold water. Blanch zucchini for 1 minute. Drain and refresh with cold water.ternate chicken cubes, peppers and zucchini on skewers. Grill or broil the kebabs until the chicken is no longer pink in the center, 3 to 4 minutes per side. Garnish with a sprinkle of chopped parsley.