Stir together yogurt, parsley, lemon juice, oil, garlic, paprika, cumin, salt, pepper and cayenne pepper in a medium bowl. Add chicken and stir well to coat all the chicken. Cover with plastic wrap and marinate in the refrigerator for 20-30 minutes.
Meanwhile, preheat grill. Blanch peppers in boiling salted water for 3-4 minutes. Remove the peppers from the water and add the courgette to new boiling water, blanching for approx 1 minute. Remove the courgette from the water and start assembling your kebabs.
Alternate chicken cubes, peppers and courgette on skewers. Grill the kebabs until the chicken is cooked thoroughly (approx 5 to 7 minutes per side. check to make sure there is no pink in the middle of the chicken).
Garnish with a sprinkle of chopped parsley.
These kebabs are great served with our cous cous recipe (just leave out the chicken).