Since you've got the grill warmed up already....
Use whatever vegetables are available to you, in-season. Basically, anything that holds it's shape will work.
For example, if you can find fresh zucchini, you can slice it at an angle, brush the slices with olive oil, and grill them alongside the chicken. Season them as you like. The same thing will work with eggplant.
Or try grilling whole corn on the cob...just peel the husk away, but don't remove it. Pull off as much of the cornsilk as you can, then re-wrap the corn in it's own husk. Grill, turning frequently, until the husks are spotted with black char. What you're really doing is steaming the corn inside the husks, while adding a smoky, grilled flavor.