Place the zucchini, squash, mushrooms and eggplant on the grill, flesh-side down. Place the onion slices and the pepper on grill. Cover and cook until the cut vegetables are charred, about 4 minutes; then flip and cook, covered, until they are tender, another 2 to 3 minutes. Transfer the cut vegetables to a cutting board. Cover the grill and continue cooking the pepper, turning occasionally, until it is charred all over and tender, about 10 minutes more. Remove the pepper to a bowl, cover tightly with plastic wrap, and let steam for 10 minutes.