DO-AHEAD TIP: Marinate kabobs for 30 minutes (see recipe). If using bamboo skewers, presoak them in water for 30 minutes, to prevent burning on the grill.
Preheat grill to MEDIUM.
In a large zipper-topped plastic bag, combine first 9 ingredients (coconut milk through cilantro); set aside. Prepare kebabs: Alternately thread beef cubes, onion quarters and bell pepper squares onto the skewers.
Carefully place kebabs in the bag; seal then marinate for 30 minutes. Lightly oil the grill grate. Add the whole mushrooms to the ends of the skewers. Grill kebabs over indirect heat for 15 to 20 minutes, turning once half-way through cooking time, until cooked through.
Watch carefully to prevent burning! Enjoy!!