Bloom the saffron: Crush the saffron slightly with your fingers or a mortar and pestle. Add it to 2 tablespoons of warm water and let steep for 5–10 minutes.
Make the marinade: In a food processor, combine the saffron water, yogurt, Anaheim chili, garlic, parsley, turmeric, cumin, lemon juice, olive oil, salt, and pepper. Blend until smooth and creamy.
Marinate the chicken: Place the chicken pieces in a large bowl or zip-top bag. Pour the marinade over the chicken and toss to coat evenly. Cover and refrigerate for at least 30 minutes, or up to overnight for deeper flavor.
Prep the veggies: In a separate bowl, toss the onion, zucchini, and cherry tomatoes with olive oil, salt, pepper, and a pinch of za’atar or sumac if using.
Assemble the skewers: Thread the marinated chicken onto metal skewers. On separate skewers, thread the vegetables
Grill everything: Preheat a grill (or grill pan) over medium-high heat. Grill the chicken skewers for about 4–5 minutes per side, or until nicely charred and cooked through. Grill veggie skewers and whole peppers until tender and slightly charred, about 8–10 minutes total, turning occasionally.Grill the lemon halves, cut side down, for 2–3 minutes until caramelized. Serve: Arrange the chicken and veggie skewers on a large platter. Garnish with fresh herbs and serve with grilled lemon halves and yogurt or tahini sauce on the side.