Mix all the ingredients under marinade into a bowl and add paneer to it. Toss the paneer in the marinade till the cubes are coated well. Cover and set aside for at least half an hour or up to two hours.
Pre-heat oven to 220 C
Skewer paneer cubes alternating with onions, capsicum and tomato (if using).
Place the skewers on the cooling rack and bake for 15 minutes, turning once half way. After 15 minutes, switch surfaces
Top with chopped coriander and squeeze lime juice on them. Serve immediately with sliced onions.