This dish looks inviting, tastes fantastic, and is fun to eat. To make in advance, marinate the meat, put the cucumber pickles together, make the sauce, and then cover and chill. Let your first guests skewer the meat and get it grilling while you gently reheat the peanut sauce. This way you will have time to make a quick batch of the traditional satay accompaniment: toast! Thais often serve satay with a side of toast points, the better to enjoy the fabulous peanut sauce.