Thread the pineapple slices onto the wooden skewers. With the lid down, grill over/on a medium heat (approx. 200°C) for approx. 5 mins. on each side. Mix the sugar, cinnamon and lime zest in a deep dish, toss the pineapple slices in the mixture and grill for a further 2 mins. on each side.
Mix the yoghurt, coconut flakes and lime juice with the remainder of the cinnamon, lime and sugar. Serve the grilled pineapple with the dip.