While you're prepping, start your grill heating to 400-450°F. Seed and cut the bell peppers into 1-inch squares, slice the zucchini into 1/2-inch thick rounds, leave the mushrooms whole, and cut the red onion into 1-inch wedges. Place all prepped vegetables except the cherry tomatoes in a large bowl. In a separate small bowl, whisk together the avocado oil, soy sauce, Dijon mustard, garlic powder, onion powder, dried oregano, salt, pepper, and lemon juice until well combined.

Pour the marinade over the prepared vegetables (excluding tomatoes) and gently toss to coat evenly. Let them sit for 10 minutes while the flavors meld—this helps develop a deeper taste. Place a grill basket on the grill grate and let it heat for 5 minutes to prevent sticking and ensure even cooking. I like to oil the basket lightly with a paper towel dipped in oil before adding vegetables, as this gives them better color and prevents them from sticking.

Transfer the marinated vegetables to the heated grill basket, spreading them in a single layer. Grill for 10-13 minutes, stirring frequently (every 2-3 minutes) to ensure even charring and prevent burning. While the vegetables are cooking, toss the cherry tomatoes with any remaining marinade from the bowl. Once the main vegetables have developed some color and are beginning to soften, add the coated tomatoes to the basket and continue grilling for another 5-7 minutes until all vegetables are tender and lightly charred.

Remove the grill basket from the heat and transfer the grilled vegetables to a serving platter. Let them cool for 1-2 minutes before serving—I find this allows the flavors to settle and makes them more enjoyable to eat. Serve while still warm and enjoy the charred, caramelized exteriors and tender interiors.