Mix all spices in a small bowl. In a separate larger bowl, place yogurt, olive oil, lemon juice, lemon zest, garlic, shallots, and parsley. Add spices and stir all well and set aside while making skewers.
Thread chicken, lemon slices and onion wedges onto skewers in some kind of pattern onto your skewers. Spread yogurt marinade to cover the chicken and veggies on the skewer. This can be done several hours ahead of time.
Preheat grill to medium-high. Place skewers onto grill and cook for approximately 8-10 minutes, or until the desired doneness, rotating every few minutes to cook and brown evenly. (The size of the chicken pieces and the heat of your grill can alter cooking time.) Serve with extra dipping sauce or tzatziki, your favorite Greek salad, and rice.