Spray a large piece of aluminum foil with nonstick cooking spray. Layer the zucchini, onion, pepper, and olives onto the center. Sprinkle with feta cheese, and drizzle with vinaigrette. Fold into a packet and seal the edges.
Bake in preheated oven until vegetables are tender, about 30 minutes. Open the foil packet, turn the oven onto Broil, and broil until the feta lightly browns. Add the grape tomatoes and serve.