For brush-on, stir together oil, lemon juice, lemon zest, garlic, salt, and thyme in a small bowl; set aside.
Thaw scallops, if frozen. Rinse scallops; pat dry with paper towels. On eight 10-inch skewers,* alternately thread scallops, cherry tomatoes, and zucchini, leaving ¼ inch between pieces.
On eight 10-inch skewers,* alternately thread bison sirloin steak pieces, mushrooms, and bell pepper, leaving ¼ inch between pieces.
For gas or charcoal grill, place bison skewers on the rack of a covered grill directly over medium-high heat. Grill for 8 to 10 minutes, or until desired doneness, turning once and brushing with brush-on. Grill scallop skewers beside bison skewers for 5 to 6 minutes or until scallops are opaque, turning once and brushing with brush-on. Serve with Mediterranean Couscous Salad.