Slice the zucchini, slice the fennel, quarter the mushrooms, cut tomatoes into 8 pcs, slice the onion, shred basil leaves, and toss with thyme and oregano.
In a large mixing bowl add all the vegetables together.
Outdoor Grilling: While your grill is heating to 400° F, oil a grill basket to cook the vegetables in and place the basket on the preheating grill. When the basket is hot add your vegetable mixture to your basket and cook until the vegetables turn golden brown. Remember to stir them every 5 to 7 minutes to allow the browning to occur even with all the vegetables.
Oven Broiling: Turn your oven to broil. Spread vegetables out into a single layer on a cookie sheet and broil until vegetables begin to turn golden brown. Turn vegetables over and keep broiling until vegetables are tender.