Cut the bell peppers into 2-inch wide strips after removing the seeds, slice the zucchini into ½-inch thick rounds, and halve any large mushrooms while keeping smaller ones whole. In a large bowl, combine all the prepared vegetables with ⅓ cup extra virgin olive oil, dried oregano, minced garlic, salt, and black pepper. Toss everything together until the vegetables are evenly coated. Let the mixture sit at room temperature for 1-2 hours.

Heat your grill to medium heat and let it preheat for about 5 minutes until it's hot and the grates are clean. Place the marinated vegetables directly on the grill, working in batches if needed to avoid overcrowding. Cook for 7-10 minutes total, turning the pieces occasionally to get nice char marks on both sides.

Transfer the grilled vegetables to a serving bowl while they're still warm. Drizzle with the remaining 2 tablespoons of extra virgin olive oil, balsamic vinegar, and fresh lemon juice, then toss gently to combine.