Hi Claudia,
Grill veggies until they are just tender. I usually broil them (click into "According to Smoky" and read the "Glossary") but corn in the shuck is roasted (about 350°) Potatoes, tomatoes, and stuffed peppers may be roasted as well.
Cut egg plant cross wise into slices about 3/4" thick and broil them until just tender. For seasoning, olive oil, oregano and basil. Peppers are delicious. Squash, zucchini, mushrooms (especially porto bellos) I have done asparagus and green beans, after blanching, with excellent results. Roasted onion and garlic are mild and delicious treats.
Experiment and have fun,
Smoky