First, make the marinade. To a small saucepan over medium-low heat, add the olive oil, the zest and juice from the orange, garlic, rosemary sprig, and crushed red pepper flakes. Bring to just below a simmer and warm for a couple of minutes until the garlic is fragrant. Remove it from the heat, stir in the parsley, and let it cool completely.
Cut your mozzarella into around 36 cubes, about 3/4-inch or so. Add those to a container or dish along with the olives and peppers.
When the marinade is room temp, pour it over the peppers, cheese, and olives and toss gently.
Cover and refrigerate for at least 4 hours, up to 48 hours, mixing occasionally to help distribute the marinade.
When you're ready to assemble your cheese and olive skewers, grab some 5-inch bamboo or wood skewers and thread with an olive first, then a pepper, the cheese, and finish with another olive.
Arrange the skewers on your tray and either serve immediately or cover carefully with plastic wrap and store in the refrigerator for up to 1 day before serving.