Homemade Chipotle Mayonnaise with Grilled Vegetables

Mayonnaise:

egg, left at room temperature for 30 minutes

freshly squeezed lime juice

Dijon mustard

chipotle chile in adobo, (from the can)

sea salt

olive oil

Vegetables:

zucchini, ends removed and cut in half lengthwise

bell peppers, cut in half and seeds removed

onion (Vidalia), ends removed, peeled, and cut into slices