In a skillet, heat oil. Sauté onion halves flat side down until golden brown. Alternate on skewers equal amounts of onions, beef, tomatoes, mushrooms and green pepper.
To prepare the marinade, combine salad oil, lemon juice and minced garlic. Pour over skewers in a long, shallow non-metal container. Cover and refrigerate 6 hours or overnight.
To prepare the Blue Cheese Butter, add the crumbled blue cheese to creamed butter. Stir in lemon zest. Do not over-blend. Refrigerate until needed. When ready to serve, grill kebabs over hot coals or beneath broiler, 10 to 15 minutes. Remove and serve with Blue Cheese Butter.