I love grilled tomatoes and onions and grilled asparagus (I make it all the time in a grill pan, but it would be even better on an open flame).
You could also set out a tray of cubed vegetables and meats and long bamboo skewers, and let people make their own skewers and grill them. That way, everyone gets exactly what they want. I really like a Hawaiian “jerk” style skewer. Being a vegetarian, I use tofu, pineapple, onion, mango, tomato, and red pepper, but I bet it would work well with steak too (and make sure to drizzle with barbecue sauce). That’s just one example. Play around with it.