Preheat the grill to very hot, about 450°. Thread lamb pieces onto skewers, (about 4 each) with an onion wedge between the pieces.
In a small bowl, mix together cumin, coriander, garlic, allspice, paprika, 1/2 teaspoon salt, and 1 teaspoon pepper. Coat skewers with the juice of 2 lemons, then with the dry seasoning mix, covering them completely.
Grill skewers until cooked through, about 3 minutes per side.
Meanwhile, in a small bowl, stir together olive oil, parsley, mint, remaining juice from 2 lemons, remaining 1/2 teaspoon salt, and remaining 1 teaspoon pepper. In a separate bowl, whip the goat cheese with harissa paste until fully incorporated.
Place skewers on a platter and drizzle with herb-and-oil mixture. Serve with red onions, pickles, and harissa goat cheese.