In a large ziploc bag or container, whisk together vegetable oil, garlic, lemon juice, oregano, paprika, coriander, and Worcestershire sauce. Toss lamb in the marinade and making sure to coat each piece.
Marinade for at least 4 hours.
Remove lamb from marinade and discard leftovers.
Preheat grill to medium-high heat. Thread chunks of lamb onto skewers.
Grill for 8-12 minutes (8 being more medium-rare, 12 being more medium), turning once during cooking.
Remove from heat and let the lamb rest for about 5 minutes before serving.