Cut the bell pepper lengthwise in half, and cut out seeds and membrane. Cut each half lengthwise in to 4 strips.
Peel the onion and cut in half. Wrap one half of onion, and refrigerate for another use. Cut remaining half into 4 wedges, then separate into pieces.
Cut the zucchini crosswise into 1-inch pieces. Cut off and discard the end of each mushroom stem, and leave the mushrooms whole.
Heat the oven to 425°. Spray the bottom of the pan with cooking spray. Arrange the vegetables in a single layer in the sprayed pan. Spray the vegetables with cooking spray until lightly coated. Sprinkle with salt, pepper and basil.
Bake uncovered 15 minutes. Remove the pan from the oven. Turn vegetables over. Bake uncovered about 10 minutes longer or until vegetables are crisp-tender when pierced with a fork.