How to Make It
Light a grill. Brush all of the vegetables with vegetable oil and lightly season with salt and pepper. Grill the tomatoes, onion, zucchini and yellow squash over moderate heat, turning once, until the vegetables are charred and just tender, about 3 minutes per side. Grill the red bell pepper on 4 sides until charred all over, about 3 minutes per side. Peel the tomatoes and red bell pepper. Cut all of the vegetables into 1/2-inch dice.
In a large bowl, whisk the red wine vinegar with the capers and anchovies. Gradually whisk in the olive oil. Add the diced grilled vegetables and the basil and toss gently. Season the grilled ratatouille with salt and black pepper.
Brush the halibut fillets with vegetable oil and season with salt and black pepper. Grill the fillets over high heat, turning once, until they are lightly charred and just cooked through, about 3 minutes per side. Transfer the halibut fillets to plates and serve with the grilled ratatouille.