If using wooden skewers, soak them in water for at least 15 minutes to prevent them from burning on the grill. Drain.
In a small bowl, whisk together the olive oil, vinegar, parsley, thyme, honey, salt, and black pepper. Stir in with the shallot.
Thread the cheese cubes and pepper slices onto the skewers, alternating them.
Heat the grill to medium-high heat. Brush the olive oil and herb mixture onto the kebabs. Place the kebabs over indirect heat on the grill and cook for 4 minutes. Use a metal spatula to turn the kebabs gently (the cheese may stick slightly to the grill).
Brush the kebabs with the remaining herb mixture, and cook for 3 to 5 more minutes or until the peppers are cooked and the cheese is softened. Serve immediately.