Preheat grill pan over high heat.
Combine zucchini, yellow squash and tomatoes in a bowl. Dress veggies with lemon, vinegar and oil, salt and pepper. Wet rosemary in a bowl of water for 5 minutes. Thread veggies on rosemary from the bottom of the stems. Fill rosemary stems and place them on the hot grill. Cook 3 or 4 minutes on each side. Transfer to a serving plate.