Make dip: In small bowl, combine all dip ingredients. Set aside.
Blanch zucchini and onion in boiling water for 2 minutes and drain well.
Preheat broiler. Alternate tofu, zucchini, onion and mushroom on skewers. Brush with olive oil and lightly sprinkle with salt and pepper. Broil or grill 5 minutes on each side. Serve with Yogurt-Olive Dip.