Add the Peri Peri sauce in a bowl with the cubed paneer, peppers, and onions and let marinate in refrigerator for at least 1 hour up to 24 hours
Heat some oil or cooking spray on a grill pan on medium heat until hot
Carefully lay the paneer and peppers on the pan with a little bit of space between each piece so it's easy to flip
Grill for 3-4 minutes per side or until paneer is soft and charred, flipping every minute or two to ensure you get all the sides
As you are grilling the paneer, begin to brush more Peri Peri sauce on it so that it can really absorb the flavor as it's cooking. This will also help give it a nice color
For an extra char, you can add the cooked paneer to a skewer and hold over a gas flame
Garnish with chopped cilantro and serve hot with a side of lemon!