Preheat the grill. Prepare a grill wok or skewers for the vegetables: if you are using a wok, you can slice the vegetables in smaller pieces. To skewer, slice the zucchini in ½-inch thick slices and place in a large bowl. Slice the pepper in half and remove the membranes and seeds, cut in 1-inch squares, and add to the bowl. Cut the onion in ½ inch wedges. Drizzle 2 teaspoons of the canola oil over the vegetables in the bowl and toss to coat, then skewer each kind of vegetable on its own skewers (so they will cook evenly). Slice the tough bottoms from the asparagus, place in the bowl, and toss with the remaining oil to coat.
On the grill, place the vegetable skewers or put them in a wok over medium heat and turn often. Arrange the asparagus spears on the grate so they won’t fall through. Turn 3every minute or so until browned. Transfer each vegetable to the bowl as it is grill-marked and tender.
While grilling the vegetables, grill the brats for about 12 minutes, turning every 4 minutes, transfer to the bowl and let cool.
When the brats are cook enough to handle, slice each on a diagonal into bit-sized pieces. Remove the skewers from the cooked vegetables, put them in the bowl, and add the sliced brats.
In a cup, stir the balsamic vinegar, olive oil, garlic, thyme, salt and pepper. Drizzle over the vegetable mixture and toss to coat. Serve at room temperature, or refrigerate, covered, for up to 3 days.