Halve the bell peppers, remove the seeds and ribs, rinse and cut into wide strips. Rinse and trim the zucchini and eggplant and cut both longitudinally. Wipe and trim the mushrooms. Season the vegetables with salt and pepper and brush with oil.
Cook the vegetables on a medium hot grill for 6 - 12 minutes (depending on variety).
If desired, part-grill and then finish cooking on aluminum foil.
Arrange decoratively on a plate for serving.