After lots of testing various recipes on the grill, I'm a big fan of reusable metal skewers or thick bamboo skewers. I've found that the thin bamboo burns and falls apart if cooking longer than 10 minutes on the grill. Always soak the bamboo skewers (no matter what size) for at least 30 minutes so that the wood absorbs water and prevents it from burning too quickly. You could also wrap the exposed ends of the skewers with foil if you don't have time to soak them or for thin wooden skewers.