Pre-heat oven to 200° for 10 minutes before ready to cook. Place a cooling rack over a roasting pan and set aside.
Skewer paneer cubes alternating with onions, capsicum and tomato (if using). This should make about 3-4 skewers.
Place the skewers on the cooling rack and bake for 15 minutes, turning once half way. After 15 minutes, switch on the broiler (or only the upper element of the oven) and broil for 2-3 minutes till the paneer has a slight char on the surface.
Carefully remove the roasting pan with the skewers out of the oven (the paneer tends to become really soft so be careful) and place the skewers on your serving platter. Top with chopped coriander and squeeze lime juice on them. Serve immediately with sliced onions.