Thoroughly combine lamb with all the herbs and spices in a large bowl. Cover and refrigerate overnight.
Heat grill to medium-high and brush with vegetable oil. Form each portion of lamb mixture into a small sausage shape. Insert skewer lengthwise into each portion. Brush with vegetable oil and grill, turning occasionally, until just cooked through, 8–10 minutes. Serve with rice, if desired.
NOTE: Grilling skewered ground meat can be tricky if not prepared. Make sure your grill is well-seasoned and plenty hot to prevent sticking. If sticking does occur, use a sturdy, heat-proof spatula to flip and move the skewers to keep them in one piece.