Cut the zucchini and bacon into very thin strips. Cut the chicken breasts and mozzarella into pieces about 1/4″ (0.5 centimeters).
Wrap a piece of mozzarella into each piece of zucchini, wrap the chicken in the bacon.
Prepare skewers by alternating zucchini, bacon, mushroom. Roast on the grill for about 7-8 minutes.