Have you tried one of these? It's called a "grill wok" and it's perfect for grilling veggies or a mess o' potatoes.
I tossed the asparagus in a little olive oil, lemon, salt and pepper. Then I put them in the grill wok, placed that on top my grill, and closed the lid. I turned them once about five minutes later and closed the grill again for another five or so. Nice!
I think this thing works so well because the veggies when piled up this way do a little steaming while they grill, so you get some good searing without the veggies drying out.
I was really impressed with the potatoes a neighbor did in his grill wok. Gotta try that next…