Preheat grill for medium heat and lightly oil the grate.
Arrange asparagus, zucchini, yellow squash, red onion, and red bell peppers on preheated grill; cook until vegetables are tender and slightly charred, 10 to 15 minutes. Remove vegetables from grill and cut into bite-sized pieces.
Whisk olive oil, red wine vinegar, Dijon mustard, garlic, salt, and black pepper together in a bowl to make the dressing. Toss vegetables with dressing in a bowl. Serve warm or at room temperature.