Instead of toasting walnuts in the oven, use a grill: Wrap the nuts in foil before placing them in the coals or on the grate.Plus: F&W's Grilling Guide More Vegetable Dishes
Preheat the oven to 350°. Light a grill. Brush the zucchini, mushrooms, asparagus and onion with olive oil and season with salt and pepper. Grill the vegetables over high heat, turning occasionally, until lightly charred in spots and tender, 15 to 18 minutes. Transfer the grilled vegetables to a serving platter.
Meanwhile, spread the walnuts in a pie plate and toast for about 12 minutes, until fragrant. Let cool completely.
Transfer the toasted walnuts to a food processor. Add the shallot, thyme, lemon juice, lemon zest and the 1/2 cup of olive oil and pulse until the nuts are coarsely chopped. Season the dressing with salt and pepper and drizzle over the grilled vegetables. Serve.
Shaved pecorino cheese.
A bright, nutty Soave Classico compliments this dish.