Preheat oven to 400 degrees Fahrenheit (200 degrees Celsius).

Place pineapple chunks and pepper squares on a baking sheet. Drizzle with vegetable and sesame oils and sprinkle with brown sugar, salt, and chili powder.

Toss together to coat well, then spread out evenly on the baking sheet. Roast in preheated oven for 30–40 minutes, or until edges are browned, mixing midway through the cooking time.

Meanwhile, prepare the chicken: Toss chicken cubes with sesame oil, teriyaki sauce, and salt and pepper to taste.

Heat oil in a large nonstick frying pan. Place cornstarch in a shallow bowl. Dredge the chicken in cornstarch and shake off the excess. Fry chicken on both sides until lightly browned, about three to four minutes on each side. Drain on paper towels.

Place all ingredients aside from the cornstarch slurry in a small saucepan. Whisk until well combined and bring to a boil over a medium heat.

Add cornstarch dissolved in the remaining pineapple juice and bring to a low boil, cooking until sauce has thickened. Remove from heat.

Thread a piece of pineapple, a piece of green pepper, and a chicken nugget, in that order, onto a five-inch (12 and 1/2 centimeter) skewer or toothpick.

Serve with dipping sauce. Best if served warm but may also be served at room temperature.