We cook all kinds of veggies on our pellet grill all the time. Depending on the meat and/or veggie, will determine if it's cooked right along side the meat or timed so the meat or veggie goes on later, etc.
Zucchini, Acorn squash, Mashed Sweet Potatoes, Brussels sprouts, corn on the cob, eggplant, roasted potatoes, tator tots... the list goes on.
And it's not just veggies. There's casseroles, stuffing/dressing, mac & cheese, stuffed cabbage rolls, scalloped potatoes, etc.
Desserts are KILLER on a pellet grill: pies, cobblers, apple crisp, and you have not had a cheesecake until you've baked one on your pellet grill!
Basically anything you can do in your oven can be done on your pellet grill.