Heat a gas grill to medium-high or prepare a charcoal grill with medium-hot coals.
Place tomatoes, zucchini, red and yellow peppers, asparagus and mushrooms in a large bowl and toss with 2 tablespoons of the olive oil, 1/4 teaspoon each of the salt and pepper.
Grill (in batches if necessary) for about 5 to 6 minutes per side. Set aside.
Meanwhile, place remaining 1 tablespoon olive oil, roasted red peppers, onion, vinegar, Italian seasoning and marinara sauce in a blender. Puree until smooth, then pour into a small saucepan. Stir in remaining 1/4 teaspoon each salt and pepper and simmer over medium heat for 5 minutes.
Serve vegetables with red pepper sauce.