Heat grill to high. Thread tomatoes, zucchini, lemon slices, and radicchio onto skewers, distributing ingredients evenly. Place kebabs and feta chunks on a platter, drizzle with oil, and sprinkle with lemon zest and rosemary. Brush grill lightly with oil. Grill kebabs and feta chunks, turning once, until browned, about 4 minutes.