For best results, soak the bamboo skewers in water for at least 30 minutes before grilling to prevent them from burning. If you don't have a grill, you can also cook the skewers under a broiler or in a hot skillet. Adjust the amount of chile pepper to your desired level of spiciness. Feel free to add other vegetables to the skewers, such as bell peppers or onions. The dipping sauce can be made ahead of time and stored in the refrigerator for up to 3 days.