In a bowl, mix mayonnaise, onion and cabbage. Keep in refrigerator.
In a mixing bowl, take all ingredients listed under For Marination except paneer, onion and capsicum. Mix all very well. Then add paneer, onion and capsicum. Mix well and coat everything very well. Cover and keep aside the bowl for marination for an hour.
After an hour arrange on skewers. Take one paneer piece, then onion and then capsicum. Again paneer, onion and capsicum. Repeat this to arrange all marinated paneer, onion and capsicum on skewers.
Preheat sandwich toaster for sometime. Keep skewers on sandwich grill. Cook on all sides till it turns in golden brown colour. Keep on turning skewers after few seconds so that it doesn't gets burnt.
Serve hot with prepared chilled coleslaw.
