Heat grill. Spray grill basket with nonstick cooking spray. In shallow bowl, combine oil, salt and pepper; mix well. Add all remaining ingredients except stir-fry sauce; toss to coat. Place in sprayed grill basket.
When ready to grill, place grill basket on gas grill over medium heat or on charcoal grill 4 to 6 inches from medium coals. Cook 13 to 15 minutes or until scallops are opaque and vegetables are crisp-tender, shaking grill basket once or twice to turn and mix scallops and vegetables.
Place stir-fry sauce in microwave-safe medium bowl. Microwave on HIGH for 20 to 30 seconds or until warm. Add scallops and vegetables; toss to coat.