Pre-heat the oven to 190 degs or pre-heat the BBQ to medium heat.
In a large bowl combine the oil, garlic and thyme leaves add the diced beef, mushrooms, peppers, onion and cherry tomatoes and toss gently to coat all the ingredients. Thread onto metal or pre-soaked bamboo skewers alternating between the meat and vegetables. Combine the horseradish with the yogurt and spice.
Arrange the skewers on a lined baking tray and cook for 10 minutes then spoon over the horseradish mix and cook a further 5 minutes until golden and tender. Alternatively grill the skewers for 8 minutes then brush over sauce and cook a further 5 minutes until golden.