In a large bowl, combine the zucchinis, red and yellow bell peppers, red onion, and mushrooms.
In a small bowl, whisk together the balsamic vinegar, olive oil, minced garlic, Italian herbs, salt, and pepper. Pour this mixture over the vegetables, tossing well to ensure they are evenly coated. For enhanced flavor, let the vegetables marinate for about 30 minutes, though this step is optional.
Place your grill pan over medium-high heat and let it get hot. A cast-iron grill pan is ideal for its excellent heat retention and ability to impart beautiful grill marks.
Once the pan is hot, arrange the vegetables in a single layer. You may need to work in batches to avoid overcrowding the pan. Grill the vegetables for 3-4 minutes on each side, or until they are tender and have attractive grill marks. Use tongs to turn the vegetables occasionally for even grilling.
If the vegetables start to stick or seem too dry, lightly brush them with a bit more olive oil mixed with a bit of balsamic vinegar.
Remember, different vegetables have varying cooking times. Start with those that take longer, like onions and bell peppers, and add quicker-cooking ones like mushrooms and zucchini a few minutes later.
Once all the vegetables are grilled to perfection, transfer them to a serving dish. Adjust the seasoning with additional salt and pepper if needed. Garnish with fresh herbs if using.
Serve the grilled vegetables warm as a delicious and healthy side dish that's perfect for any meal.