Before grilling, clean the vegetables: cut the pointed peppers at the stem end, hollow them out. Cut the top of the tomatoes into small pieces, fish out the flesh and set aside. Remove the stalk from the mushrooms.
Mix feta cheese with tomato pulp, chopped dried tomatoes, chopped basil leaves and spices until creamy (maybe add a little milk).
Fill the filling into the vegetables, brush the grill surface with oil.