1. In an 11- by 17-inch roasting pan, mix vegetables, oil, and tandoori masala.
2. Bake in a 400° oven, stirring occasionally, until vegetables are browned and tender when pierced, 40 to 45 minutes (30 to 35 minutes in a convection oven).
3. Transfer to serving dish. Serve hot or cool. Cover and chill up to 1 day. Add salt and pepper to taste.