If you don’t have a grill basket, use a sheet of heavy-duty foil and poke a few holes in the foil with a fork.
When grilling a variety of vegetables at once, be prepared to take each off the grill at a different time.
For maximum flavor, season the vegetables with salt and pepper both before and after grilling.
Olive oil can be substituted for the butter. Or omit the butter and spray the vegetables with cooking spray, then sprinkle with the seasonings.
Pine nuts can be substituted for the walnuts.