Prepare grill for cooking over medium-hot charcoal (moderate heat for gas; see cooks’ note below). Thread 6 meatballs 1/4 inch apart onto each of 6 skewers. Thread zucchini lengthwise onto remaining 6 skewers (5 slices per skewer), so cut sides are on the grill, leaving 1/4 inch between slices.
Grill zucchini and lamb on oiled grill rack, turning over once, until golden and just cooked through, 4 to 6 minutes. Serve warm, with yogurt sauce.