Rinse sweetbreads, place in a pan and cover with water. Add juice of 1/2 lemon. Bring to the boil, then drain. Put liver, heart and halved kidneys in a bowl with cold water to cover and add the juice of 1 lemon. Soak for 30 minutes, then drain. Remove skin from liver and trim larger tubes from liver and heart; cut out fatty core from kidneys. Cut meats and sweetbreads into 3 cm (1-1/4 inch) pieces and place in a glass or ceramic bowl.
Blend marinade ingredients and pour over prepared meats. Cover and leave in refrigerator to marinate for at least 2 hours. Put sausage casings in cold water and leave to soak during this time.
Thread meats alternately on 6 skewers, adding 2 pieces of bay leaf to each skewer among meats. Drain sausage casings and wind a length of casing around meats on each skewer, tucking ends into keep casings in place.
Grill slowly over glowing charcoal, turning skewers frequently and brushing kokoretsi occasionally with marinade. Cook for 15 to 20 minutes, adjusting height of grid, or moving skewers to cooler part of fire so that kokoretsi cooks slowly. Serve hot.