Place zucchini and onion on a large sheet of heavy duty aluminum foil; fold up sides slightly to make a container. Combine salad dressing mix, vinegar, and oil; pour over vegetables. Sprinkle with cheese. Fold foil to make a well-sealed packet, and place on grill. Barbecue over medium heat 15-20 minutes, turning once. Other vegetables may be added to or substituted for all or part of zucchini. Cut pieces thinner if cooking time is longer than for zucchini.