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I like portabella mushrooms. Snap off the stem and drizzle some evoo on the gills, maybe a little red wine as well, sprinkle liberally with kosher salt and cracked pepper then grill gills down for 4-5 min and flip for another 4-5 min. I usually toss mine on at the same time as my ribeyes and turn and remove at the same time as well. They go good with beef!
Some other things to grill with evoo and S&P are:
Sliced Zuccinni
Slicesd squash of any kind ( I even did the acorn squash once)
Romain lettuce sliced lengthwise into quarters ( do not over-grill)
Corn on the cob in the husk ( don't worry about soaking in water) just grill untill outer husks are brown. Use a little indirect heat.
You can always use a non-stick or cast iron skillet and saute anything you want (onions, potatos, garlic, etc). while absorbing some of the nice smokyness from your main dish.
Cut off the end of the leek and take off a couple of outer leaves - clean well and grill with olive oil - eat the white part - we usually chop them up as part of a vegetable medley - have also used them in baked potatoes that we have grilled
Pick about any veg. you want and you can grill it. Even if you don't eat it can get chopped up and put in other dishes, or pureed for adding to soups. I like to vacuum pack smoked green jalapenos and save them for making chili or BBQ sauce.
My favorite and so easy to make...... slice a zucchini in half.... take out the seeds.... rub it down with EVO and put sharp cheddar cheese in the scooped out part. I like to add some crunched up bacon pieces too. Lay it on the grill on low, sprinkle a little Parmesan cheese on top and let them cook till you see the cheese bubbling. Don't worry about the zuc turnin a little black on the bottom. Has a wonderful nutty flavor. I love these things. Sometimes I put a little cream cheese in the bottom before the cheddar.