I like to dice-up the big ones, or seed & half the little guys, and then:
Mix 'em with chunked-up Zuchini
(and/or chunked-up, par-boiled baby taters)
Add a little chuncked-up Onion
Toss with a little olive oil, salt, & pepper
(add a little of yer favorite rub, if you want to)
Grill the mixture in one of those perforated, porcelain grill baskets