Cut all the vegetables into thick chunks and pierce with the skewer. Make up four brochettes with a varied mixture of vegetables. Add salt and a pinch of pepper.
Steam the brochettes for 8 to 10 minutes, depending on how crunchy you like your vegetables.
To make the sauce, mix all the ingredients together in a bowl and then pour into individual bowls so that everyone has their own dip. Alternatively, you could pour the sauce over the brochettes and serve on a platter.