Mix contents of dip mix packet with yogurt. Chill for 30 minutes.
In a small bowl, combine chili powder, paprika, cumin, onion powder, garlic powder and cayenne.
In a large bowl, add cubed chicken and toss with olive oil.
Add dry ingredients to chicken and toss until evenly coated.
Thread chicken onto wooden skewers.
Preheat your grill to a medium-high heat. If your grill has a thermometer, it should read about 375 degrees. Once hot, reduce heat to medium (350 degrees) and place skewers on grill.
Grill chicken, rotating skewers after a few minutes. Continue to grill for about 12 minutes, until chicken is fully cooked.
Place southwest Greek yogurt dip into a small serving bowl. Use as dipping sauce for the chicken.