Preheat broiler, grill or grill pan.
Toss the fish into a large bowl with the juice from 2 1/2 lemons, hot sauce, 1 tablespoon EVOO, salt and freshly ground black pepper. Skewer 2 pieces of fish onto a metal skewer followed by a bay leaf. Repeat this process until the skewer is full, then repeat until all the fish is used up. You should have about 3 skewers of fish.
Thread the red and yellow pepper chunks and onion wedges, repeating every other until the two skewers are full. Onto the remaining 2 skewers, thread the cherry tomatoes until they are used up.