Cooking with a tandoor oven is not like using your regular convection oven.
One of the biggest challenges faced when using the tandoor is getting it hot enough. Much like a pizza oven, the key to successful cooking in a tandoor is getting the oven really hot (up to about 450 degrees Celsius). Once a tandoor is up to temperature the food you cook receives direct heat from the embers in the bottom of the oven as well as a massive amount of heat that is radiated out of the insulated walls of the tandoor. The result should be very high temperatures that allow you to cook your food on skewers very quickly.
With the exception of making naan bread, marinading is most definitely the key to any successful cooking on a tandoor. Not only do tandoori marinades add huge amounts of flavour to your food but they also tenderize the meat/vegetables. Also when inevitably some of the marinades fall off into the coals it burns adding that unmistakable smokey flavour that you only really get in a tandoor oven.