1. Heat the grill to a medium heat. For a delicious outer sear on your kebabs, it's important to have a nice hot grill before you place your kebabs on it. For gas grills, this is easy-simply set the grill's burner(s) to a medium level, close the grill, and allow it to heat up.. Skewer the ingredients end-to-end on the sticks. Once your ingredients are just how you'd like them, it's time to make skewers! Use the sharp skewer sticks to pierce each piece of meat or vegetable and slide it to the end, building a stack of skewered ingredients as you go.