Grilled Steak and Vegetables With Lemon-Herb Butter

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1 1/2 pounds beef sirloin steak (about 1 inch thick)

1 large red onion, sliced into 1/2-inch-thick rings

2 large zucchini or yellow squash, cut diagonally into 3/4-inch-thick slices

1/2 cup barbecue sauce

1 tablespoon chili powder

2 teaspoons Worcestershire sauce

Kosher salt and freshly ground pepper

2 tablespoons unsalted butter, at room temperature

2 tablespoons finely chopped fresh parsley

1/2 teaspoon grated lemon zest