Make the dip: Heat the olive oil in a small saute pan over medium-high heat. Add the shallots and 1/2 teaspoon of salt and cook, stirring frequently, until translucent and soft, about 5 minutes. Add 1/4 cup of water and the balsamic vinegar, reduce the heat to medium and cook, stirring occasionally, until the shallots are soft and caramelized, 12 to 15 minutes; let cool slightly.
Combine the shallots, yogurt, milk, chives, 1/2 teaspoon salt and 1/4 teaspoon pepper in a medium bowl and stir until well blended. Cover and chill for 30 minutes before serving. The dip will keep, refrigerated, overnight if you want to make ahead of time.
While the dip chills, bring a large pot of water to a boil over high heat and season generously with salt. Fill a large bowl with ice and cold water. Set aside.
Carefully place the broccoli or broccolini into the boiling water, and cook just until the florets turn bright green and are crisp-tender, about 1 minute. Use a slotted spoon to transfer the broccoli to the ice-water bath to stop the cooking and to preserve the bright green color. Once cool, transfer the broccoli to a paper towel-lined plate to dry.
Place the green beans in the boiling water and cook just until the beans turn bright green, about 1 minute. Use a slotted spoon or tongs to transfer the green beans to the ice-water bath to stop the cooking and to preserve the bright green color. Once cool, transfer the green beans to a paper towel-lined plate to dry.
Add the Romanesco cauliflower to the boiling water and cook just until the cauliflower turns bright green and is crisp-tender, about 3 minutes. Transfer the cauliflower to the ice-water bath to cool, then to a paper towel-lined plate to dry.
Heat a medium saute pan over medium-high heat. When the pan is hot, add the olive oil, shishito peppers and 1/4 teaspoon salt and cook, tossing, until they begin to blister in spots, about 2 minutes. (Do not overcook the peppers or they will lose their color and become too soft.) Remove the peppers from the pan and set aside to cool.
On a round platter 18 inches in diameter, arrange the broccoli, green beans, cauliflower and shishito peppers into a large ring with a hole in the center to create a ¿wreath¿ shape, making sure to alternate the vegetables throughout. Add three clusters of cherry tomatoes (three tomatoes per cluster) to create accent "ornaments." Serve with the onion dip.
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