Create an assembling station with the bowl of chicken next to the bowl of vegetables and a half-size sheet tray lined with parchment.
Skewer one piece of chicken through a metal skewer, keeping the chicken as flat as possible and pushing it down to the bottom of the skewer. Add 1 piece of red, orange and yellow peppers, followed by 1 piece of red onion and, finally, another piece of chicken, ensuring there is enough room in between for even cooking. Repeat the process, creating 3 total skewers and transfer to the sheet tray.
Grill the skewers for about 6 minutes per side, or until the chicken has reached 165°F.
Remove from the grill and transfer to a clean half-size sheet tray for plating.
Plate the skewers on a platter or desired serving vehicle with the tzatziki sauce, the feisty feta and the warmed mini naan bread.