Reply #2: if yer mindful, you can do 'em right on the grill

[soothsayer]

I'd baste 'em as you go with olive oil with some lemon juice squeezed in it. Cut 'em into thick slices (on the bias--diagonally---so you have maximum surface area exposed). You will have to stand there and use your tongs to turn them over and move 'em around to make sure you don't burn 'em, but you can definitely do it sans basket. I'd say a medium fire (where you can hold your hand over it, about a beer can's length from the grill, and count to 4, 5, 6 mississippi before the ouch)

You can even cut the squash in half lengthwise, brush on the oil mixture, and grill it cut side down. The shape o' the squash will catch the heat and steam the inside.

OR...you can make a foil pouch. Seal it up tightly, stick in the squash and zuc and some olive oil and lemon and whatever herbs you like, or forgo the oil and put a splash of water or white wine in there, and other veggies if you like.

Finally, you can do 'em on kebabs, too!