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Preheat oven to 450°F. Line two rimmed baking sheets with foil. Combine the avocado and sesame oils. Place the veggies in a large bowl and pour the oil over the top. Toss to coat.
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Arrange the veggies in a single layer on both baking sheets. Sprinkle with salt. Roast for 10 minutes, then switch pans top to bottom. Roast for an additional 10 minutes, or until veggies are tender and golden. (Don't overcook!) Remove any veggies that have cooked more quickly and allow the others more time.
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While the veggies are roasting, prepare the Sesame Tahini Dipping Sauce. In a bowl, stir together tahini, water, and sesame oil. If the mixture is too thick, add a little more water to thin it out. It shouldn't be too thick or too thin. Stir in the remaining ingredients. Taste and adjust seasonings, if needed, to taste.
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To serve: Thread the roasted veggies onto the bamboo skewers. Try alternating veggies by color or making some with just one type of veggie. Arrange on a platter with the Sesame Tahini Dipping Sauce and Sriracha Mayo in bowls in the center for dipping.