In the bowl of a food processor fitted with the S-blade, combine the ingredients for the chermoula. Process until the mixture forms a thick paste—not a smooth paste, but textured (you should be able to see the flecks of herbs). Set aside.
For the skewers:
Cut the vegetables and cheese into ½-inch thick pieces and place them in a large bowl with the chermoula paste. Toss to coat and cover with plastic wrap; marinate at room temperature for 30-45 minutes.
Thread the marinated veggies and cheese onto skewers, alternating veggies and cheese, and adding in 2-3 bay leaves per skewer.
Preheat a grill pan over medium-high heat. When hot, brush the pan with olive oil and cook the skewers until the vegetables are lightly charred all over, about 10 minutes, basting with chermoula every few minutes and turning occasionally. Remove from grill and serve over rice, quinoa, millet.