Light a grill or preheat the broiler. Arrange the peppers, onions, yellow squash and zucchini on a large tray. Thread the cherry tomatoes onto bamboo skewers and add them to the tray. Brush the vegetables with olive oil and season with salt, pepper and thyme. Grill or broil the peppers and onions over the cooler part of the grill for about 4 minutes per side, or until tender. Grill or broil the yellow squash and zucchini over the hotter part of the grill for about 2 minutes per side, or until almost tender. Grill the cherry tomatoes over the hotter part for about 1 minute, or until hot. Transfer the vegetables to a platter, toss gently to combine and serve.