Remove the silvering from the fajitas. This is the thin membrane that you will find on the back of the meat. This is important, otherwise the cooked fajitas will be tough to chew, and will get stuck in your teeth.
Mix together olive oil, Worcestershire, lime juice, garlic, cumin, chili powder, salt, pepper, and sugar until combined. Pour half of the marinade into a separate dish. In one dish, place the skirt steak, turning it over to coat. In the second dish, place all the veggies, turning to coat. Cover the dishes with plastic wrap and place in the fridge for at least 2 hours.
Start the grill with the oak charcoal, and heat until white hot. Add mesquite chunks. After flame-up and die-down, stir the coals and place the grate. Heat the grate for 5-10 minutes. The grill should be very hot. Cook the meat over high heat, turning frequently, until done. The meat should be somewhat stiff, but not dry.
Prepare tortillas, salsa, sour cream and cilantro.
Heat a heavy skillet over medium-high heat and drizzle in some olive oil. Add the peppers and onions, and cook for a few minutes. They should still be slightly firm, but have some nice charring. Remove them from the skillet and set aside. Rest for 10-15 minutes under loose foil.
Slice the skirt steak across the grain. This is important because otherwise it can be tough to chew if not properly sliced.
Allow your guests to build their own tacos with warm tortillas, meat, vegetables, cheese, Pico de Gallo, sour cream, avocado and cilantro.