Light a grill or preheat the broiler. Brush the eggplant, zucchini, yellow squash and onion with olive oil. Grill the pepper quarters, skin sides down, for about 12 minutes, or until charred. Grill the eggplant, zucchini, squash and onion, turning occasionally, until tender but still firm: 6 to 8 minutes for the zucchini, squash and onion and 8 to 10 minutes for the eggplant. Peel the peppers and cut all the grilled vegetables into 1/2-inch dice.