Cut chicken into 32 cubes. In a large resealable plastic bag, combine the broth, mustard, olive oil, Worcestershire sauce, garlic, thyme, salt and pepper. Add chicken; seal bag and turn to coat. Refrigerate overnight.
In a large skillet, cook sausages over medium heat until juices run clear. Cut each sausage into eight slices. Cut each zucchini into 16 slices. Cut each pepper into 16 chunks. Drain and discard marinade. On metal or soaked wooden skewers, thread chicken, sausage, zucchini and peppers. Broil 6 in. from the heat for 15-20 minutes or until chicken juices run clear and vegetables are tender, turning occasionally.