I guarantee you’ll never taste better grilled vegetables, nor feast your eyes on a prettier platter.
Step 1: Core, halve, and seed the red and yellow bell peppers, then cut each pepper in half lengthwise into 3 strips. Cut the endives lengthwise in quarters, leaving the stem ends attached. Cut the mushrooms in half and the eggplants in half lengthwise.
Step 2: Set up the grill for direct grilling and preheat to high.
Step 3: When ready to cook, preheat a vegetable grate (if using) for 5 minutes, then brush and oil it or the grill grate. Lightly brush the bell pepper pieces with some of the olive oil, season them with salt and black pepper to taste, and arrange them on the hot grate. Grill the bell peppers until lightly charred on both sides, leaving the skins intact, 4 to 6 minutes per side. Brush the bell peppers lightly with olive oil and season them with salt and black pepper once or twice as they grill. Transfer the bell peppers to a platter. Leave the fire burning.
Step 4: Oil, season, and grill the endives, mushrooms, eggplants, asparagus, and tomatoes the same way as the bell peppers. Each vegetable should be nicely charred on the outside and soft and tender inside; depending on the vegetable, this will take 3 to 6 minutes per side. Brush all of the vegetables lightly with olive oil and season them with salt and black pepper once or twice as they grill.
Step 5: Arrange the grilled vegetables in rows on a platter, varying the colors and shapes. Drizzle the remaining olive oil on the top of the hot vegetables and let cool.
Step 6: Just before serving, season the vegetables again with salt and pepper. If you like, drizzle a little balsamic vinegar on top. Serve lemon wedges on the side for squeezing over the vegetables.