So supposedly grilled meat isn't all that great for you because the burned part is carcinogenic. Is the same thing true with grilled vegetables? I LOVE grilling zucchini and eggplant, etc, and my favorite part is the black part.
This article suggests that you're safe, so long as you don't char your vegetables - cook them over indirect heat. So, brown but not black. I think you'll still get that caramelization you're looking for.