Wash all vegetables. Cube the squash, dice the peppers, and chop onions. Put all vegetables in a piece of aluminum foil large enough to fold closed for grilling.
Put one large egg in a bowl and beat just enough for covering the vegetables. If needed add more eggs. Add salt, pepper, oregano or Italian seasoning to egg mix. Mix together in bowl. Pour over vegetables. Then sprinkle top with Kraft Shredded Cheddar Cheese.
Wrap in foil and grill until egg is cooked and cheese is melted.