Mix all vegetables in a bowl and coat with a combined mixture of marinade ingredients.
Cover and marinate for two hours, stirring the vegetables occasionally.
Heat oil in a pan and fry the chopped shallot until it begins to brown.
Add chilli powder and cook for one minute before stirring in marinade, garlic, sugar, and ground peanuts.
Gradually add coconut milk, bring to a boil, and simmer for two minutes.
Stir in lemon juice and season the dressing to taste.
Thread vegetables onto skewers, brush with oil, and grill for 15 minutes.
Reheat the peanut dressing and serve the kebabs over rice.