Cut all fat and gristle from the lamb. Cut the lamb into twelve 2-inch cubes. Make 2 or 3 small incisions in each lamb cube to prevent puckering during cooking. In a large bowl (do not use aluminum), combine oil, lemon juice, salt, pepper, garlic, bay leaves, and dill. Mix thoroughly. Add lamb cubes and toss with a wooden spoon to coat them evenly with the marinade. Cover and refrigerate for 8 hours or overnight, turning lamb cubes 2 or 3 times for thorough marinating. Drain and reserve marinade.
On each of six 12-inch skewers, thread 1 lamb cube, 1 tomato half, 1 pepper half, and 1 lamb cube. Arrange skewers on a large broiling rack and brush with reserved marinade. Broil about 4 inches from the heat source as follows:
5 - 10 minutes for rare
10 - 12 minutes for medium
15 minutes for well done
Turn kebabs 2 or 3 times to cook evenly, and brush frequently with the reserved marinade. At the table, slide the meat and vegetables off the skewers and onto a bed of hot cooked rice, or serve with rice pilaf.