Cut halibut filet into 30 (1-inch) pieces. Slice lemons crosswise into 30 thin slices. Soak bamboo skewers and bay leaves in water for 1/2 hour. Thread each skewer with 1 bay leaf, 1 piece of halibut, and 1 lemon slice. Brush skewers evenly with olive oil, and sprinkle with salt and black pepper. Grill kebabs over medium heat for about 2-3 minutes per side.