Zest one of the lemons to get 1 tsp fresh lemon zest. Then juice the lemons. You should get about 1/4 cup juice. Remove the rosemary and mint leaves from their stems.
Combine the yogurt, lemon juice, lemon zest, olive oil, rosemary, mint, garlic, paprika, salt, and pepper in a blender. Process until smooth.
Add lamb to a large resealable bag, or wide, flat container. Pour the marinade over it, then refrigerate and marinate for at least 4 hours, but overnight works as well.
If using wooden skewers, soak them in water for 30 minutes prior to use.
Cut the onion into 1 1/2 inch squares, with about 3 layers of onion each. Cut the peppers into 1 1/2 inch squares as well.
Thread the lamb onto the skewers, alternating with onion and peppers.
Cook the lamb on a hot grill for 10 to 15 minutes, turning 2 or 3 times. This will get the lamb to a nice medium-rare.