Preheat the grill over medium heat.
Cut the zucchini and yellow squash in half crosswise, then slice lengthwise into about ⅜-inch thick slices. Slice onions into ⅜-inch segments, keeping the root end intact for easier grilling. Next, deseed and quarter the red bell pepper, then flatten them by pressing gently with the palm of your hands to help ensure even cooking. Transfer vegetables to a mixing bowl.
Add 2 tablespoons of olive oil, balsamic vinegar, dried oregano, and season with salt and pepper to taste. Toss to coat.
Grill the vegetables for 3-4 minutes on each side until tender. Set aside.
Keep grill on medium heat or preheat a panini press.
Slice open ciabatta roll lengthwise. Spread 2 tablespoons of pesto on the cut side of each roll. Then pile on the grilled vegetables before closing the sandwich.
Drizzle or brush the remaining olive oil on the top and bottom side of your sandwich. Place the sandwiches on the grill and weigh them down with a heavy object on top (another skillet or a tea kettle, etc.). Grill for 1-2 minutes on each side until both sides are crispy with golden grill marks. If using a panini press, press sandwiches, about 2 at a time, and grill for 2-3 minutes or until the crust is golden and crispy. Enjoy!