Grilled Vegetables with Cilantro-Yogurt Dressing

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2 cups plain Greek yogurt

1/4 cup finely chopped fresh cilantro 

Juice of 1 lime 

1 clove garlic, grated 

3 to 4 dashes hot sauce 

Salt and ground black pepper 

4 zucchini, cut into long slices 

4 yellow squash, cut into long slices 

1 eggplant, cut into long slices 

2 red onions, peeled and sliced 

12 cremini mushrooms, halved 

Olive oil, for brushing