Toast the coriander and cumin seeds in a small skillet over medium heat until fragrant, about 3 minutes. Transfer to a blender or small food processor, add the remaining ingredients, and blend until smooth. Pour pour the marinade over the chicken and massage into the chicken using your hands. Cover and refrigerate, allowing the chicken to marinate for 3 to 5 hours.
Make the dipping sauce
Combine all the ingredients in a blender or small food processor and blend until a coarse paste forms. Bring to a boil in a 1-quart sauce pan over medium heat and reduce for 3-5 minutes. Remove from heat and let cool.
Make the skewers
Toss the vegetables with vegetable oil and season with salt and pepper. Skewer the chicken and vegetables. Add a wedge or two of lime to each skewer. Discard any extra marinade.
Build a hot charcoal fire and pre-heat the grill to about 400°F. Grill the skewers, turning, until lightly charred, about 6 to 8 minutes.