1. Coat the grill rack with cooking spray; heat the grill to medium.
2. Toss corn, zucchini and oil in a large bowl; add cherry tomatoes, peppers, salt and thyme and toss again.
3. Thread vegetables on metal skewers and place on grill. Cook 5 minutes, or until underside has light grill marks; turn and cook 5 minutes more, or until zucchini is crisp-tender and vegetables have light grill marks on second side.