To make the Caesar marinade:

1. Add the anchovies, garlic and pepper to a large bowl and use your fork to mash into a paste.
2. Add the cheese, lemon juice, yogurt, 1 Tbsp olive oil, mustard, and pepper and stir to combine.
3. Reserve half for serving.
4. Add the diced chicken to the bowl with the remaining dressing and stir to coat.
5. Set aside to marinate at room temperature for 30 minutes or refrigerate overnight.

For the kabobs:

1. If using wooden skewers on an outdoor grill, soak them in water for at least 30 minutes.
2. Trim the ends from the zucchini, halve it lengthwise, and cut it into semicircles between ½- and 1-inch thick.
3. Separately, cut the romaine in half (if using small heads) or quarters (if using a large head), leaving the root ends intact.
4. Lightly spray or coat the cut sides with oil.
5. Thread the chicken onto doubled skewers, alternating every few pieces with a slice of zucchini, for a total of 4 kabobs. Place the kabobs on a large plate or baking sheet and, when they’re assembled, season lightly with salt.
6. Preheat the grill with medium-high heat and oil the grates. Grill the kabobs for 6 to 8 minutes total, turning every 2 to 3 minutes, until the chicken is cooked through and well browned.
7. When the chicken is done, grill the romaine flat side down until it’s lightly charred in places but still bright green and crisp, about 30 seconds per side.
8. Serve the romaine alongside the kabobs and drizzle the remaining marinade over both.