Mix together the sesame oil, vegetable oil, soy sauce, orange juice, honey, ginger, and garlic, and blend well. Place the tuna and marinade into a large baggie. Seal the baggie and refrigerate for 1 hour.
Prepare the smoker for indirect VERY LOW heat. Place the marinated tuna as far from the heat as possible and place a small handful of chips on the coals. Smoke the tuna 30–40 minutes, making sure that the tuna does not cook. Remove the tuna from the smoker and refrigerate 1 hour.
Once the tuna has chilled completely, cut the steaks into 1½–2-inch cubes.
Using 12 skewers, alternately skewer the tuna with the vegetables. Each skewer should have 2 pieces of mushrooms, 2 pieces of onion, 1 pineapple chunk, and 1 bell pepper piece, along with the tuna.
Prepare the grill. Brush the skewers with olive oil, and season with salt and pepper. Grill over direct high heat for 5–7 minutes, turning once. Use the remaining marinade to brush the skewers while cooking.