Preheat your outdoor grill or grill pan.
Slice bell peppers into 2-inch (4-5cm) wide strips. Slice zucchinis slightly on a diagonal into ⅓-inch (0.8cm) thick rounds.
Brush the bell peppers, zucchinis, tomatoes and onions with some cooking oil. Lightly sprinkle some salt and pepper.
Pat the squid dry, then toss with some oil, salt and pepper.
Add all the ingredients for the dressing to a jar, tightly seal it and shake well. Set aside.
Once your grill is heated, oil the grates well. Place vegetables on the grill and cook until tender-crisp with charred edges. Cooking time may vary with bell peppers and onions usually taking the longest.
Place squid on the hottest part of the grill and grill quickly until browned on both sides. Avoid overcooking or it will be rubbery.
Cut squid, onions and bell peppers into bite-sized pieces (or into rings for squid). Toss everything with the dressing if served warm right away.
The dish can also be served chill. Refrigerate the grilled squid and vegetables. Store the dressing separately in the fridge, and toss the squid and vegetables with it before serving.