Oil some metal skewers and set aside.
Cut lamb steaks into 3cm pieces (about 40). Combine vinegar, oil, garlic, paprika, lemon rind and thyme in a medium bowl and marinate for 10 minutes while you make the sauce.
Mix together all the ingredients for the ají sauce and set aside.
Thread the red onion, red peppers and lamb alternately onto the skewers.
Cook the skewers on a barbecue or in an oiled griddle pan over medium-high heat until browned all over and lamb is cooked through, about 15 minutes. Serve with creamy ají sauce.
