Thaw fish, if frozen. Rinse fish and pat dry with paper towels. If necessary, remove and discard bones and skin. Cut fish into 1-inch cubes. Place fish in self-sealing plastic bag set in a shallow dish.
For marinade, in small bowl combine lemon juice, oil, bay leaf, dill, black pepper, and hot pepper sauce. Pour over fish; seal bag. Turn bag to coat fish. Marinate at room temperature for 30 minutes, turning bag occasionally.
Drain fish, reserving marinade. On six long metal skewers, alternately thread fish, cucumber, mushrooms, red pepper, and olives. Brush with some of the marinade.
For a charcoal grill, grill kabobs on the greased rack of an uncovered grill directly over medium coals for 8 to 12 minutes or until fish flakes easily with a fork, turning and brushing with reserved marinade halfway through grilling time. (For a gas grill, preheat grill. Reduce heat to medium. Place kabobs on greased grill rack over heat. Cover and grill as above.) Discard any remaining marinade. Makes 6 servings.