To make a grilled vegetable sandwich with aluminum foil, first preheat your grill. Slice your favorite vegetables such as bell peppers, zucchini, and mushrooms. Lightly coat the vegetables and the bread slices with olive oil, and season with salt, pepper, and any desired herbs. Place the vegetables on a sheet of aluminum foil, fold the foil to create a sealed packet, and grill for about 10-15 minutes until the vegetables are tender. Meanwhile, grill the bread until it's slightly toasted. Assemble the sandwich by spreading a layer of your favorite sauce or spread on the toasted bread and then layer the grilled vegetables on top. Wrap the sandwich in the foil to keep it warm and serve immediately.