To make the chicken and vegetable skewers, whisk the olive oil and cumin together in a large bowl. Add the chicken and vegetables and toss to coat.
Thread the pieces onto 4 metal or wooden skewers. Note that, if using wooden skewers, soak them in water for a few minutes before using. That will help keep them from catching fire on the grill. Season with salt and pepper.
Pre-heat your grill to medium-high and arrange the skewers on the grill so they are not touching. Grill for 7 to 8 minutes, turning once until the chicken is thoroughly cooked and the vegetables are slightly charred.
Add the raw almonds to a large skillet or cast iron pan and place on high heat, stirring often, for a couple of minutes until they become fragrant. Be careful not to burn them.
Add the almonds to a food processor and pulse until dust. Pour into a separate bowl and set aside.
Add the garlic, red peppers, lemon juice and spices to the food processor and pulse until thoroughly broken up and mixed. Add the almonds back into the mixture and, with the machine running, pour the olive oil through the feeder tube until you have a sauce. Season to taste.