Preheat grill to medium-high heat. To a large bowl or zip top bag, add the vegetables, olive oil, salt, pepper, and toss well to coat evenly.
Place vegetables directly on grill grates and grill for about 5 to 7 minutes, flipping as needed to ensure even cooking. Cook until as done as desired. Exact cooking time will depend on your grill, how done you like your veggies, etc.
Make the Sauce
To a medium bowl, add all ingredients, whisk to combine, taste to check for seasoning balance, and make any necessary tweaks if desired. Serve immediately with the grilled vegetables.
Notes
Storage: Vegetables are best fresh but extra will keep airtight in the fridge for up to 5 days and are good on salads or as snacks. Extra sauce will keep for at least 10 days airtight in the fridge.