Mix mayonnaise, lime juice, chili powder, cumin, garlic powder and salt in small bowl. Reserve 1/3 cup for brushing. Coat chicken with remaining mayonnaise mixture.
Thread chicken and vegetables alternately onto skewers. Discard any remaining mayonnaise mixture.
Grill over medium heat 10 minutes or until chicken is cooked through and vegetables are tender, turning occasionally and brushing with reserved mayonnaise mixture.