Cooking vegetables on a grill is a quick and healthful technique. It requires little or no fat, depending on the vegetable, and won't leach away water-soluble vitamins as boiling can. However, there are times when a true grill isn't available. For those occasions, a grill pan can be a useful substitute. These are heavy skillets with a line of ridges, which replicate the markings left by a grill. The ridges also allow any fat to drain away, as real grills do. The major difference is that the main heat for cooking comes from the ridges, rather than a fire.
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Trim the ends from your zucchini or eggplants and cut them into 1/4-inch or 1/2-inch slices. Core and seed your bell peppers and cut them into strips.
Brush the eggplant and zucchini strips lightly with oil or spray them with pan spray. Bell peppers don't require any oil.
Heat the grill pan until it's very hot, almost smoking.
Lay the vegetables on the grill pan, spacing them evenly. If the pan is hot enough, you should hear a distinct sizzling noise. If you want to have restaurant-style crosshatched grill marks on your vegetables, start them at a 45-degree angle, then rotate them 90 degrees once they've got distinct marks.
Grill the vegetables on the first side until they are well-marked by the grill pan and beginning to soften -- approximately two to five minutes depending on the vegetable and its thickness.
Turn the vegetables over and grill for one minute longer, or until they're as soft as you desire. Remove the vegetables from the grill and season them lightly with salt and pepper. Serve hot, or at room temperature with a vinaigrette.