While your grill heats up, combine the allspice, onion powder, nutmeg, ginger, garlic powder, cayenne, minced fresh thyme, brown sugar, salt, and pepper in a small bowl and mix thoroughly until well combined. In a separate bowl, whisk together the Greek yogurt, lime juice, lime zest, and sliced scallions until smooth and creamy. Set both mixtures aside—I like to make the sauce ahead so the flavors have time to meld together, giving it more depth than if it's rushed.
Slice the eggplant into 3/4-inch rounds and cut the zucchini into long spears or thick diagonal slices. Remove the stems and gills from the portabello mushrooms, then cut the bell peppers into quarters and remove the seeds. Trim the asparagus by snapping off the woody ends. Arrange all prepared vegetables on a large baking sheet and drizzle generously with the olive oil, tossing gently to coat evenly. Sprinkle the jerk spice blend over all the vegetables and rub it in thoroughly with your hands, ensuring every piece is well coated. Let the vegetables sit for 10 minutes to allow the spices to penetrate and develop flavor.
Heat your grill to medium-high heat (around 400-450°F). Working in batches to avoid overcrowding, grill the larger vegetables like eggplant, zucchini, mushrooms, and peppers for about 4-5 minutes per side until they develop deep char marks and soften slightly. The asparagus will cook faster—grill it for 2-3 minutes per side, turning frequently so the delicate spears don't burn. I find it helps to place the asparagus perpendicular to the grill grates or use a grill basket so they don't fall through.
Transfer the grilled vegetables to a clean cutting board and let them cool for just 2-3 minutes. Cut the larger pieces into bite-sized chunks or leave smaller vegetables whole. Arrange the vegetables on a serving platter and drizzle or dollop generously with the Greek yogurt sauce from Step 1. Sprinkle with the lime zest for a finishing touch of brightness and serve immediately alongside rice if desired.