Prick potatoes with fork; place in 3-qt. microwaveable casserole.
Add water; cover with lid. Microwave on HIGH 10 to 12 min. or until potatoes are almost tender.
Drain; rinse with cold water. Cool.
Cut potatoes into quarters.
Mix mayo, mustard and pepper in large bowl.
Add potatoes; toss to coat. Refrigerate 1 hour.
Heat greased grill to medium heat. Thread potatoes onto 8 small metal skewers; brush with mayo mixture remaining in bowl. Grill 8 to 10 min. or until potatoes are tender and golden brown, turning after 5 min.