put a bit of oil on aubergine, mushrooms and courgette, but let it soak in. If you use too much you will have flames 2 feet high and burn all your food.
Finely cut or shred some carrots, swede and parsnip, (or on their own) wrap in foil with some butter and put on the BBQ. Add a bit of white wine if you want for extra flavour.
Red peppers do well also. Cut into quarters, clean the white bits off. BBQ inside side down first, then turn and put some stilton inside them to melt (works the same with large mushrooms)
Corn on the cob - parboil then just place on the BBQ to brown
Same for Asparagus
quarter some onions, leaving skin on, brush with a bit of oil and place on BBQ, alternatively, skin, chop into large chunks, wrap in foil and put on BBQ
Hope these help, i've just done asparagus, onion and carrots that way