they work pretty well for small veggies (or veggies that have been sliced small).
it definitely helps with things like asparagus or stringbeans from falling through the grates. like andy said, make sure you toss the veggies in oil first, and some salt and pepper.
that brings a thought to mind. i wonder if anyone has ever grilled peas before.
btw, it also works well for things like shrimp , squid rings, oysters,and small clams. just make sure you have a very hot charcoal fire or a searing burner on your grill for the shrimp and squid to flash grill them or you'll end up with tasty rubber.