Combine all ingredients for the marinade in a bowl and mix well. Add the mushroooms, red onions and bell peppers. Mix to coat on each side with the marinade. Let it rest for anywhere between 30 minutes to 24 hours in the refrigerator.
When ready to cook thread the marinated mushroom, peppers, and onions in the skewers alternating between each.
Preheat the oven to 425 degrees Fahrenheit. Now using parchment paper or foil, line a baking pan. Place a rack on top. Place the skewers on the rack, and bake for about 12-15 minutes, or until the mushroom is roasted. To obtain the char markings, turn on the broiler in the oven and broil the mushroom tikka for 2-3 minutes.
Squeeze some lime juice on top. If you like, sprinkle some chaat masala for extra flavor. We love to serve this tandoori mushroom tikka with cilantro chutney.