Prepare the vegetables: Cut the sides off the bell peppers, into about 4 large slices. Carefully remove the white membrane/spine from the inside of the peppers and discard. Cut the zucchini in half lengthwise. Cut the root and top end off the red onion, then cut the onion in half from top to bottom if it is round-shaped or across the equator if it is a flatter red onion. Peel off the outside layer of the onion pieces. (Don't add anything to the vegetables at this point).
Heat the BBQ Grill (or see Notes below for alternative cooking methods): Heat a grill to medium. Just before adding the vegetables, spray or brush some oil onto the grill. Place the vegetables onto the grill, skin side down for the zucchini and bell peppers, and cut-side down for the red onion. Allow to grill until the soften and start to colour on the underside. Flip the vegetables and grill the other side. *The vegetables will cook at slightly varying rates, depending on size and position on the grill. Have a clean plate handy and remove pieces as they are ready, leaving others to cook a little longer, as needed.
Prepare the salad: Allow the vegetables to cool slightly, then chop into bite-sized pieces. Place into a bowl. Add the crumbled feta cheese. Prepare the dressing by whisking together the balsamic, olive oil, salt and pepper, then drizzling over the vegetables, as needed. Toss to combine well and serve warm or at room temperature.
Notes
If you don't have a BBQ, you can grill in a hot grill pan on the stove-top or a pre-heated grill pan in a 425F oven. Alternately, go for a roasted vegetable salad by simply place onto a baking sheet and roast in a 425F oven until tender, then pop under the broiler for a few minutes to add some colour to the vegetables.Be sure to read the notes above the recipe card for more tips on making this recipe.