Place roasted red peppers, almonds, olive oil, vinegar, garlic, salt and pepper in a blender. Blend until smooth. Cover and refrigerate until serving.
Heat a gas grill to medium-high or a charcoal grill to medium-hot. Lightly grease grill rack.
In a large bowl, toss vegetables with olive oil and season with salt and pepper. Grill vegetables about 4 to 5 minutes per side, turning as needed to avoid burning.
Serve warm or at room temperature with romesco sauce on the side.
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