In a large bowl, whisk together the yogurt, tandoori masala, and salt.
Add the tofu cubes and gently stir to ensure each piece is completely coated.
Cover and refrigerate for at least 2 hours.
Preheat your oven to 450°F / 230°C.
Heat a grill or grill pan over high heat and wipe with a little oil to prevent sticking.
Remove the tofu from the marinade, reserving any excess.
Thread the marinated tofu onto skewers. On separate skewers, thread the zucchini, onion, and cherry tomatoes.
Lightly coat the vegetable skewers with cooking spray and season with a pinch of salt and pepper.
Grill the tofu and vegetable skewers for 8 to 10 minutes, turning occasionally, until they have char marks.
Remove the vegetable skewers and set aside.
Transfer the tofu skewers to a baking sheet and brush them with the remaining yogurt marinade.
Bake for 12 to 15 minutes, until the marinade is dry and lightly caramelized.
Serve the hot tandoori tofu skewers with the grilled vegetables and fresh lemon wedges for squeezing over the top.