Some vegetables take a minute or two to cook and others take longer. Denser vegetables like potatoes will take the longest to cook. Keeping them over too high a heat for too long will char them on the outside while keeping them raw on the inside. To prevent burning, sear vegetables over high heat, then move them to a cooler part of the grill to finish cooking. Or precook them and just give them a few minutes on the grill to get some color on the outside.