Make the marinade: Grate 1 white onion into a medium bowl. Add the red wine vinegar, vegetable oil, and bay leaves. Mix together the coriander, paprika, salt, black pepper, and cayenne, then add it to the marinade. Put the venison chunks in a zip-seal bag along with the marinade. Seal tightly and refrigerate for up to 4 hours.
Make the dipping sauce: Add the sour cream to a small bowl and stir in the lemon juice and garlic. Sprinkle coriander and paprika over the top and refrigerate until serving. (May be made up to a day ahead.)
Cook the shashlik: Cut the remaining onion into quarters. Remove the venison from the marinade and thread the meat onto long skewers, alternating with slices of the onion and pepper. Arrange two short logs about a foot in diameter parallel to each other, 12–16 inches apart. Build a hardwood fire between the logs, feeding it often to build up a hot bed of coals. Once the flames have subsided, place the shashlik over the hot coals, supporting the ends of the skewers on the logs. Cook, turning occasionally, until the venison is slightly charred, yet still pink on the inside, about 10 minutes. Serve with the sour cream dipping sauce.