Beef Tenderloin and Vegetables with BBQ Sauce

2 lb beef tenderloin
1 large zucchini cut into ½" slices
1 large yellow onion cut into 8 wedges
Olive oil for brushing on vegetables
2 tsp balsamic vinegar
1/2 tsp dried thyme
1/2 tsp salt
1/4 tsp ground black pepper
4 cloves garlic pressed
2 tsp Worcestershire Sauce
2 tbsp finely chopped parsley
1/4 cup olive oil
12 mushroom caps
1 red pepper cut into strips
1/2 cup cookies regular BBQ sauce

Build medium fire for direct cooking. Sear tenderloin on all sides for 1-2 minutes each side. Cook tenderloin 30 minutes for medium rare (150º on meat thermometer). Baste with cookies BBq sauce the last 10 minutes.
Remove tenderloin and cover with foil tent, and let stand 10 minutes. Thread vegetables on skewers and brush with olive oil. Grill vegetables 10 minutes turning once. Place mushrooms on outer side of grill.
In pan combine vinegar, thyme, salt, pepper, garlic, Worcestershire, parsley and olive oil. Whisk and warm on grill. Slice tenderloin in thin slices. Take vegetables off skewers and arrange around meat on platter. Drizzle with herbed oil.