Combine olive oil, lemon zest and juice, and rosemary. Set aside.
Heat oven broiler to high.
Remove wooden skewers from water and begin to alternate threading tomatoes, squash, zucchini, bell pepper, and mushroom.
Place vegetable skewers on rimmed baking sheet and brush with lemon-herb oil.
Place under broiler 5 minutes. Remove and carefully flip skewers (they will be hot). Place back in oven and broil another 5-7 minutes. NOTE: Carefully watch vegetables under broiler to avoid burning.