It is fun to play! How about a root vegetable skewer? Peel, cut and blanch carrots, turnips, parsnip and celery root. Put it on a stick with onion and bell pepper. Mushrooms are great over an open flame. Mix Portobello, crimini and white mushrooms and put them on a stick with blanched whole shallots. Cook it plain or marinate it in Balsamic vinaigrette. A popular combination is bell pepper, onion, yellow squash, mushrooms and cherry tomatoes marinated in Italian salad dressing. Fennel is an often forgotten vegetable. It goes well on a stick. Blanched asparagus and onion with cherry tomatoes is a nice combination.