Preheat your grill to medium heat, about 375°F, give or take. Make sure the grates are nice and clean. Grab one or two large rimmed baking sheets and keep them handy.
With a small spoon, scrape out and discard the portobello mushroom gills. Cut off the ends of the zucchini and yellow squash, then use a mandolin or sharp knife to slice them into 1/2-inch planks. Cut off the ends of the eggplant and slice crosswise into 1/2-inch thick rounds. Cut down and around the sides of the bell pepper from stem to end so you have 4 large pieces. Slice the onion into 3/4-inch thick rings. Transfer everything to the baking sheet(s) as you go.
In a bowl, whisk together the oil and steak seasoning.
Brush the vegetables all over with the oil, leaving a little behind for the asparagus.
Move the vegetables over a bit to clear some space on the baking sheet, then add the asparagus. Toss the asparagus with the remaining oil (if you run out, just drizzle with a bit more and add a pinch of steak seasoning).
Grill the vegetables on both sides until they're nicely charred (if in doubt, err on the side of undercooking so they don't turn out soggy): 8 to 10 minutes for the onions, bell pepper, and portobellos, 6 to 7 minutes for the zucchini, yellow squash, and eggplant, and 2 to 4 minutes for the asparagus.
Serve hot or at room temperature, drizzled with pesto if desired.
Notes
*You can also swap 2 1/2 teaspoons kosher salt and 1 teaspoon ground black pepper
TO STORE: Refrigerate leftovers in an airtight container for up to 4 days.
TO REHEAT: Warm gently in a skillet or enjoy cold or room temperature.