Gather all of your non-vegetable ingredients and mix together in a mixing bowl.
Add in your zucchini and squash.
Add in your onion.
Add in your cherry tomatoes.
Add in your baby bella mushrooms.
Mix everything together and coat all of the vegetables.
Add in your bell peppers.
Mix everything together, and pour into a gallon sized ziplock bag.
Place your bag into the fridge and allow to marinate for at least 30 minutes.
Turn your grill to high heat, and pour your vegetables into the grilling basket.
Once all the vegetables are in the basket, close the basket and close the lid.
After about 10 minutes, open the basket and mix the vegetables. Or you can shake the vegetables around and leave the basket closed, whichever you prefer. This is to ensure even cooking.
Cook the vegetables for another 10 minutes or until tender. Transfer to plate and serve immediately! Enjoy!