To create the marinade, mix olive oil, balsamic vinegar, oregano, thyme, minced garlic, pepper, and salt in a bowl.
Preheat your grill or pan over medium-high or high fire.
Thread the vegetables onto the soaked wooden skewers, alternating between zucchini rounds, bell pepper chunks, red onion wedges, and cherry tomatoes.
Brush the marinade generously over the vegetables.
Grill them for 10 to 15 minutes until they are charred and cooked to your liking.
While grilling, drizzle the skewers with the remaining marinade.
After you are happy with the result, let them rest for a few minutes before you serve them.