Heat gas or charcoal grill. In medium bowl, toss all ingredients except onion. Place in grill basket (grill "wok"). Reserve oil mixture in bowl.
Cover and grill vegetables over medium heat 10 minutes. Add onion to oil mixture in bowl; toss to coat. Add onion to grill basket. Cover and grill 8 to 10 minutes longer, shaking basket or stirring vegetables occasionally, until all vegetables are crisp-tender.