Combine the worchestire sauce, soy sauce, olive oil, dijon, garlic, brown sugar, lemon juice, and black pepper in a large bowl and whisk to combine. Add steak cubes into the bowl and evenly coat in the marinade. Cover the bowl with plastic wrap and place in the refrigerator for 4 hours.
Remove the bowl from the refrigerator, add the bell pepper and red onion pieces, and toss to coat.
Select the Preheat functionon the Cosori Air Fryer, and press Start/Pause.
Skewer alternating pieces of steak and veggies until all the steak is used.
Insert kebabs into the preheated air fryer basket.
Set the temperature to 400°F, time to 8 minutes, and press Start/Pause. Flip kebabs halfway through cooking.
Remove kebabs and allow to rest for 5 minutes before serving.