Cut vegetables into 1-inch pieces and place in a bowl.
Whisk olive oil, balsamic vinegar, garlic, herbs, salt, pepper, and paprika in a small bowl.
Pour marinade over vegetables, toss to coat, and let sit for 15–120 minutes.
Thread vegetables onto skewers, alternating colors and leaving small gaps.
Preheat grill to 400°F, oil grates, and cook skewers 10–12 minutes, turning every 3–4 minutes.
Baste with leftover marinade while grilling.
Remove from grill, rest 2–3 minutes, then squeeze lemon and serve.