Place the zucchini, red and yellow bell peppers, red onion, and mushrooms in a large bowl.
In a small bowl, whisk together the balsamic vinegar, olive oil, minced garlic, Italian herbs, salt, and pepper. Pour the mixture over the vegetables and toss until evenly coated. If time allows, let the vegetables marinate for about 30 minutes for deeper flavor.
Heat a grill pan over medium-high heat until hot.
Arrange the vegetables in a single layer on the pan, working in batches if needed to avoid overcrowding.
Grill for about 3 to 4 minutes per side, turning occasionally, until the vegetables are tender and have light grill marks.
If the vegetables begin to stick or feel dry, lightly brush with additional olive oil mixed with a small splash of balsamic vinegar.
Transfer the grilled vegetables to a serving dish, adjust seasoning with salt and pepper if needed, and garnish with fresh herbs if using.