If using wooden skewers, soak in water to cover for at least 30 minutes.
In a medium saucepan combine orange juice, lime juice, honey, and soy sauce. Bring to a boil over high heat, then reduce heat to simmer until mixture is thickened and syrupy, about 15 minutes. Set aside.
Prepare a medium-hot grill fire or preheat a gas grill on medium heat for 10 minutes with the cover on.
Thread chicken, red and green bell pepper, onion, and pineapple onto skewers (reserve any extra pineapple for another use). Grill, turning occasionally, until browned on all sides and chicken is cooked through.
Transfer skewers to a baking sheet and brush liberally on all sides with orange glaze. Return to grill and cook, turning, until glaze caramelizes, about 5 minutes. Serve immediately.