My grilled vegetables are technically not grilled in the sense they aren't placed directly on the grates. But here's how I do it. Any vegetable will work, but nothing is better than asparagus.
1. Rinse asparagus, let dry, and snap the ends off.
2. Place the asparagus into a metal pan (one-inch sides).
3. Coat with olive oil, salt and pepper...no measurements required...just eyeball it.
4. Give it a good shake after the coating, make sure every piece is seasoned and oiled.
5. Get all the burners on your propane grill going on high.
6. Place metal pan on one side immediately after starting the grill.
7. Close top and walk away, let the grill get warm...the other side is for the meat.
8. After a few minutes, when your grill is desired heat, turn down burners on veggie side and give the asparagus a good toss.
9. Come back in a few minutes and check...I find that when the asparagus chars just a bit, they are perfect.
10. Take off grill, transfer to plate and top with some Parmesan cheese if desired.