Wash the Brussels sprouts under cold water; shake in a colander to remove excess water. Trim ends and remove outside leaves; discard both. Depending on size, halve or quarter Brussel sprouts and place in medium to large bowl.
Rinse and cut bell pepper and zucchini/summer squash into bite size pieces. Discard stems and pepper ribs and seeds. Add chopped onion and garlic. Add oil and mix to coat all veggies. Add herbs and zest and toss well. Add half of the lemon juice, then salt and pepper to taste.
Place in a grilling basket or create a foil boat for the veggies. Put veggies on grill—away from open flame, if possible to avoid flame ups from the oil. Grill for about 15 minutes, shake or stir occasionally—until sprouts begin to brown. Remove to serving bowl; drizzle with remaining lemon juice. Serve hot.