Combine oil, lemon juice, garlic, salt, pepper and bay leaves in a medium bowl. Add lamb and marinate for 4 to 5 hours in the refrigerator, turning once to coat meat.
Prepare grill for cooking. Thread lamb and bay leaves, alternating with tomatoes, bell peppers, and eggplant onto skewers. Brush with marinade. Grill over medium-high heat until lamb is brown and cooked through, about 5 minutes on each side. Serve hot.
Servings: 6