In a small bowl, mix together the ingredients for the marinade.
In a large bowl or shallow baking dish, add sliced zucchini, chopped red and yellow bell peppers, trimmed asparagus, and trimmed mushrooms. Pour marinade over vegetables and toss.
Allow vegetables to sit in marinade for 30 minutes, tossing and stirring occasionally to coat all vegetables in the marinade. When the 30 minutes are almost up, preheat the grill to medium-high, approximately 500º F.
When the grill is hot, use tongs to place marinated vegetables on the grill. Grill vegetables approximately 2-3 minutes per side or until just charred and cooked to your liking. All vegetables should be done around the same time.
Remove vegetables from the grill and serve immediately.