To make the marinade, finely chop parsley. You can use as much or as little as you want.
In a large bowl, mix together chopped parsley, olive oil, balsamic vinegar and garlic.
To prepare vegetables, trim ends of zucchini and yellow squash and slice them in half length-wise. Make shallow slits on the inside of squashes. Arrange on a baking dish.
Trim the ends of asparagus and arrange on the same baking dish with zucchini.
Cut red onion into large piece and separate the layers.
Brush the marinade on the prepared zucchini, squashes and asparagus.
Add sliced red onion and cherry tomatoes into the bowl of marinade. Toss to combine. At this point you can refrigerate everything until ready to use, for 2-3 hours, or move right ahead.
Preheat the grill to medium high heat, oil the grates.
Meanwhile, thread tomatoes and red onion on skewers. You can use either metal or wooden skewers. (Make sure to soak the wooden skewers for at least 30 minutes prior.)
To grill, grill the vegetables until tender and lightly charred all over about 4 minutes for the asparagus; 7 minutes for zucchini, yellow squash and tomatoes.
Cut up grilled zucchini, squashes and asparagus into small pieces.
To serve, combine all the grilled veggies in the same bowl with leftover marinade. Season with salt and pepper to taste. Add more freshly parsley, if desired.