Test Kitchen Tips Common olive oil works better for cooking at high heat than virgin or extra-virgin oil. These higher grades have ideal flavor for cold foods, but they smoke at lower temperatures. If you do not have a grilling grid, use a disposable foil pan. Poke holes in the bottom of the pan with a meat fork to allow liquid to drain. Check out some of our other delicious grilled vegetable recipes.
Editor's Note: If you do not have a grilling grid, use a disposable foil pan. Poke holes in the bottom of the pan with a meat fork to allow liquid to drain.
Watch How to Make Grilled Vegetable Platter
