1 medium zucchini, cut on the diagonal 1/2 inch thick
1 small Spanish onion, quartered lengthwise and layers separated
1 red bell pepper, cored and quartered lengthwise
1 green bell pepper, cored and quartered lengthwise
1 large russet potato
1/2 small butternut squash, peeled and cut into 1 1/2-inch chunks
4 large broccoli florets
4 large cauliflower florets
Homemade Paneer with Indian Flavors or feta cheese, cut into 1 1/2-inch
Salt and freshly ground pepper
In a small skillet, toast the cumin seeds over moderately high heat until fragrant, about 1 minute. Let cool, then coarsely grind. In a blender, combine the tomato juice with the cilantro, hot pepper sauce, vinegar, ginger, sugar, garlic, mustard, ground cumin and salt. Pulse until smooth. Strain the marinade into a large glass baking dish.
Skewer the cherry tomatoes and add them to the marinade along with the snowpeas, shiitakes, zucchini, onion and bell peppers; toss to coat.
Cook the potato in boiling water until just tender, about 20 minutes. Drain and let cool slightly. Peel the potato, quarter it lengthwise and add it to the marinade.
Bring a large saucepan of lightly salted water to a boil. Add the butternut squash, broccoli and cauliflower to the water and cook until crisp-tender, 1 to 2 minutes. Transfer the butternut squash, broccoli and cauliflower to the marinade; toss all of the vegetables until coated. Add the paneer, turning it gently to coat. Cover with plastic wrap and refrigerate for 3 hours or overnight.
Light a charcoal grill or heat a grill pan. Grill the vegetables over medium-high heat, turning, until they are tender and lightly charred all over, 2 to 3 minutes for the tomatoes and snowpeas; 5 to 7 minutes for the potato, butternut squash, cauliflower, broccoli, mushrooms, onion and zucchini; and 8 to 10 minutes for the bell peppers. Season the vegetables with salt and pepper. Season the paneer with salt and grill, turning, until lightly charred and heated through, 2 to 3 minutes. Serve the vegetables and paneer hot or at room temperature.
If you don't want to make your own fresh cheese (paneer) you can buy it from an Indian market or substitute well-drained and dried firm tofu rolled in the toasted spices.