Clean the baby bella mushrooms with a damp paper towel and trim the stems flush with the caps—this prevents them from becoming woody when grilled. Cut the zucchini into 1/2-inch thick rounds (the thicker cut prevents them from falling apart on the grill and helps them develop a nice char while staying tender inside). Seed the bell peppers and cut them into 1-inch squares, which are substantial enough to not slip through the grill grates. Pat all vegetables dry with paper towels—this is crucial for achieving good caramelization and preventing steaming on the grill.
In a small bowl, whisk together the avocado oil, balsamic vinegar, dried oregano, dried basil, garlic powder, crushed rosemary, red pepper flakes, sea salt, and cracked black pepper. Let the mixture sit for 1-2 minutes so the dried herbs can begin to bloom and release their flavors into the oil. I like to crush the rosemary between my fingers before adding it—this releases more essential oils and gives you a more vibrant herb flavor throughout the vegetables.
Place all prepared vegetables in a large bowl and pour the herb oil mixture over them. Toss gently but thoroughly to coat every piece, making sure the mushrooms, zucchini rounds, and pepper squares are all evenly dressed. Let the coated vegetables sit for 5-10 minutes at room temperature—this allows the oil and spices to adhere better and helps the herbs infuse into the vegetables. I find that letting them rest briefly before grilling gives you more developed flavor than rushing straight to the heat.
Heat your grill to medium-high heat (around 400°F if using a thermometer) and lightly oil the grill grates to prevent sticking. Working in batches if needed to avoid overcrowding, grill the vegetables in a single layer. Start with the mushrooms and zucchini (about 3-4 minutes per side) as these take slightly longer, then add the peppers in the final couple of minutes (they need about 2-3 minutes per side). You want to see nice char marks and slight caramelization on the vegetables—this is where the flavor comes from—but they should still have a slight firmness when pierced with a fork, not mushy.
Transfer the grilled vegetables to a serving platter and let them rest for 2-3 minutes. This allows the residual heat to continue gently cooking them through while the exterior remains charred and flavorful. Serve warm or at room temperature—these vegetables are delicious either way and make a perfect keto-friendly side dish.