Remove as much excess fat as possible from the lamb leg and cut into 1 inch cubes.
Place cubes into a shallow baking dish and top with coconut milk and vinegar. Gently stir mixture, cover, refrigerate, and marinate for 1 hr.
Heat grill to high and brush generously with oil.
Remove cubes from marinade and gently pat meat dry. Season liberally with salt and pepper.
Skewer 6 to 7 cubes of lamb onto each skewer and place on the grill about ½ inch apart.
Grill kabobs on each side for 2 to 3 minutes. Remove from heat and allow the meat to rest for about 4 to 7 minutes.
While the meat rests, place garlic in a food processor and pulse until chopped. Add the remaining ingredients, except the oil and continue to pulse 6 to 8 times. Then with the motor running, add the oil in a slow and steady drizzle until full incorporated. Season with salt and pepper. Serve sauce with kabobs as a dipping sauce or drizzle over the lamb.