Oil does 3 jobs at once: it distributes heat evenly across the vegetable’s surface, prevents sticking, and speeds browning. An unoiled vegetable sticks to the grill grates, breaks apart when turned, and dries out on the surface. Apply oil to the vegetables themselves, not the grates; oil on the grates burns quickly and creates smoke. The amount matters too, because excess oil dripping onto the fire can cause flare-ups.
The grill grates touch a vegetable at only a few points; in the gaps, air carries heat, and air is a poor heat conductor. Oil fills those gaps, forming a thin bridge between the vegetable’s surface and the heat so the whole surface heats evenly. Without oil, only the lines touching the grates brown, while the areas between them dry out and toughen. That is why vegetables for grilling should not be cut too thin; even with oil, thin slices dry out. For the same reason, place vegetables on the grates parallel to their fibers, not perpendicular to them, so they are less likely to fall through. If you oil the vegetables in the kitchen, in a large bowl, instead of at the grill, the coating is more even and you spend less time tending the fire.
The second job is preventing sticking. A moist vegetable surface sticks immediately when it touches hot metal; when you try to turn it, the vegetable stays on the grate and breaks apart. Oil prevents this sticking. For the same reason, do not move the vegetable as soon as it goes on the grill; wait until a crust forms, then turn it. Moving it too soon can make even an oiled vegetable fall apart. Preheat the grill grate and clean it with a brush; residue on the grate makes sticking much more likely.
The third job is flavor and color. Oil on the surface raises its temperature and speeds browning; it also carries the vegetable’s fat-soluble aroma compounds, bringing out its flavor. That is why vegetables for grilling are not only oiled but also salted and, if desired, rubbed with dry spices. Sprinkling salt over the oil helps it stick better and keeps it from falling off during cooking. Choose oils with a high smoke point; olive oil can also be used over very low heat.
The answer to where to apply oil is clear: on the vegetables. Oil brushed onto grill grates burns within seconds because the grates are already hot, creating smoke that transfers to the vegetables. Toss the vegetables with oil in a bowl or use a brush to coat every side lightly. If marinating them, drain them before putting them on the grill; excess liquid will drip into the fire. When threading vegetables onto skewers, use 2 skewers so the pieces do not spin around their own axes when you turn them.
The amount matters, and too much can cause problems. Dripping oil can catch fire on the coals; the rising flames coat the vegetables’ surfaces with soot and make them taste bitter. Keep the oil as a thin coating. Sugary marinades also need care because sugar burns quickly over grill heat; brush on honey- or pomegranate-molasses mixtures at the end of cooking. If flames flare up, move the vegetables temporarily to a cooler area of the grill and wait for the flames to die down. After grilling, toss the vegetables with lemon and herbs in a bowl while they are still hot so the flavors cling better.