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Step 1
Preheat grill to 400° F. Make sure grates are scrubbed clean and then oiled. (To oil the grates, add some vegetable oil to a small bowl. Then fold a heavy paper towel a few times to make a smaller square. With a tongs, grasp the folded paper towel and dip it into the oil until the paper towel is drenched. Then run the paper towel over the grates, repeating until all grill grates are thoroughly oiled.)
Step 2
Place prepared/cut corn, yellow squash, zucchini, bell pepper, onion, and asparagus on a large rimmed pan. The pan will be very full. Here's my favorite large cutting board and my favorite knife for recipes that involve alot of cutting and chopping. Drizzle olive oil over all vegetables. Keep sliced rings of red onion intact, brushing the olive oil evenly over the cut surfaces. With your hands, gently fold the rest of the vegetables until they are all nicely coated with the olive oil. Sprinkle vegetables fairly generously with kosher salt and freshly ground black pepper, and fold again using your hands. Sprinkle one more time with kosher salt and freshly ground black pepper, and you're ready to grill.
Step 3
Depending on the size of your grill, you may need to grill in batches. Cooking times will vary with each of the vegetables, so it's just a matter of checking on them regularly and removing them when they're done to your liking - you'll want a good set of tongs for flipping the vegetables. I like the onion to get nicely softened, so that always takes the longest. I prefer the ears of corn to have some char, but to not be completely cooked - so we set the ears on the hottest part of the grill to get some quick char, and then remove them. The asparagus always cooks the fastest. Once the vegetables have charred and are cooked/softened to your liking, remove them back to the rimmed pan.
Step 4
Once the vegetables have cooled enough to handle, cut the kernels from the corn and chop the rest of the vegetables into bite-size pieces, about an inch or so in size. Place everything into a large-ish serving vessel - I like to use a low, wide bowl. Add the tomatoes and fold everything together. Drizzle with a bit of the herby lemon vinaigrette, and then fold. Add more vinaigrette if needed. Sprinkle with blue cheese. Serve just slightly warm or at room temperature.