Yes, you can use aluminum foil facing to wrap vegetables for grilling. Aluminum foil helps to retain moisture and heat, ensuring that the vegetables cook evenly and remain tender. The reflective side of the foil can also help to distribute heat more evenly. However, be cautious not to let the foil touch the flame directly, as it can cause flare-ups. Make sure to poke some holes in the foil to allow steam to escape and prevent the vegetables from becoming too soggy.