Add zucchini, bell peppers, onion, and mushrooms to a large bowl.
In a small bowl, whisk together balsamic vinegar, olive oil, garlic, Italian herbs, salt, and pepper.
Pour over the vegetables and toss well. (Let them marinate for 30 minutes if you have time.)
Place a grill pan on medium-high heat until hot.
Cook in a single layer, working in batches if needed. Grill for 3–4 minutes per side until tender with nice grill marks.
If veggies look dry, brush lightly with olive oil and a splash of balsamic vinegar.
Transfer to a serving dish, adjust salt and pepper, and garnish with fresh herbs if you like.