This is a nice little one, somewhat adapted from a Jamie Oliver recipe.  Works well as a side salad of as a meal in itself.

Really the choice of vegetables is up to you, carrots are a bit of a must if you ask me, this variation had asparagus, italian eggplant and zucchini done on the bbq outside, as well as carrots, radishes and some crimini mushrooms done in the oven.  Most important piece is the rub :

Two Cloves of Garlic

1/2 tsp coriander (powdered)

1/2 tsp cumin

1/2 tsp chilli powder

pinch of salt and pepper

1 tsp thyme ; chopped

2 tbsp olive oil

1 tbsp red wine vinegar

Smash the garlic and stick in a pestle and mortar ; throw in the spices, salt, pepper and thyme and a dash of the olive oil - bash the hell out of it until it's a nice paste.  Then slowly add the rest of the olive oil and red wine vinegar.  Alter the recipe whichever way your taste buds tend to go in terms of quantity.

Heat an oven to 400 degrees.  Steam the carrots to par cook them, same with the asparagus if doing in the oven.  Basically you want partially cooked veg.  When tenderish, chuck them on a baking sheet lined with foil and smother them in the rub.  If you're doing the zucchini / eggplant outside, smother it cold then throw it on the BBQ (I use a grilling basket to help here btw).  

1 Orange

1 Lemon

Slice them in half, stick them on the baking sheet too.  Stick it all in the oven for about 25 minutes, tossing every now and again. Meanwhile - croutons. . . 

Baguette of some flavor ; ciabatta works great.

Slice it at an angle, or slice into cubes depending on your preference.  Stick it in a bowl with some olive oil, salt and pepper and toss to coat.  Throw it onto a sheet and into a 350 oven (you can get away with sticking it in the oven below the veg but watch it carefully) and bake for 6 minutes or so ; come back and toss it round every now and then to even the cooking.

Grab a bowl throw some arugula in the bottom them when the veg come out dump them on the arugula and toss.  This wilts the arugula nicely.  Throw the croutons in too.  Grab a pair of tongs and make the dressing :

Juice of the Orange

Juice of the Lemon

2-3 Tbsp Olive Oil

1 tbsp Red Wine Vinegar

Salt

Pepper

Using the tongs squeeze the juices of the citrus into a bowl ; whisk up the other ingredients, coat the salad, toss and serve.