Preheat a grill to medium-high heat (375 to 450 degrees). If using the grill basket, place it on the grill while preheating. Or, fold a large piece of aluminum foil in half and prick several holes in it with a fork, then fold up a 1-inch rim around the edge to make a makeshift tray.
Cut the peppers into 1 1/2-inch wide strips. Cut the onion into wide strips and separate the layers with your fingers. Place them in a bowl and mix with the olive oil and kosher salt.
Grill in the grill basket or on the foil tray for 15 to 20 minutes until tender, turning the vegetables a few times to ensure even cooking.