Ensure grill grates are clean; preheat grill to 450 degrees F.
Meanwhile, prepare your veggies and drizzle them in olive oil or avocado oil. Sprinkle them lightly with kosher salt and ground black pepper.
Once grill is hot add your vegetables in a single layer (you might have to do more than one batch depending upon how much you are grilling) over direct heat.
Close the grill lid and let cook about 2-3 minutes.
Open the grill and flip your zucchini, bell peppers and yellow squash. Rotate the asparagus. Close grill and let cook another 1-2 minutes. Then open and flip your onions. Close the grill.
After another 2-3 minutes open the grill and your zucchini, bell pepper, asparagus and yellow squash should be done (if they don't look done enough just close the lid and let them cook a bit more). Otherwise, place them on a platter. Let the onion cook another 1-2 minutes and then remove them from the grill as well.*
Serve immediately.
Notes
Cook times vary: every grill is different - some can be hotter than others. Always use your best judgment - if you like a more crunchy veggie - don't cook as long. If you like a really well-cooked veggie - cook a minute or two longer. That being said, veggies really don't take too long to cook on the grill so stay close and watch them carefully.
Storage: any grilled vegetable leftovers can be stored in an airtight container in the fridge for 3-4 days.