1In small bowl, mix dip ingredients. Cover; refrigerate at least 1 hour.
2Heat gas or charcoal grill. On 5 (12-inch) metal skewers, thread vegetables so that one kind of vegetable is on the same skewer (use 2 skewers for mushrooms); leave space between each piece. Brush vegetables with oil.
3Place skewers of bell pepper and zucchini on grill over medium heat. Cover grill; cook 2 minutes. Add skewers of mushrooms and tomatoes. Cover grill; cook 4 to 5 minutes, carefully turning skewers every 2 minutes, until vegetables are tender. Remove vegetables from skewers to serving plate. Serve with dip.