Chop all the veggies into 1x1-inch chunks, not too small and not too large. Do the same with the chicken thighs. Leave small mushrooms whole and halve any larger ones. Drop the veggies and chicken into an extra large mixing bowl.
Season the chicken and veggies with sauce, wine, mayonnaise and all the spices. Using your hands or two large spoons, toss everything together until the veggies and chicken are well-coated.
Skewer the veggies and chicken onto bamboo or metal skewers. Preheat outdoor grill to 475F (medium-high heat), or an indoor grill pan over medium heat. Grill the kabobs for approximately 15 minutes, turning every couple of minutes to ensure even cooking. If using outdoor grill, close the lid for faster cooking. If unsure about meat doneness, check the temperature of the chicken with a thermometer; it should read 160F.
Remove the kabobs from the grill and serve hot with a side of potatoes and/or salad.