Cut each chicken fillet into 4 slices. Place the slices in a shallow dish. Combine the capsicums, onion, zucchini and cherry tomatoes in another shallow dish.
In a small bowl, mix together the oil, lemon juice and zest, basil and pepper. Spoon half of this mixture over the chicken slices and the remainder over the vegetables. Toss to coat. Cover both dishes with plastic wrap and leave to marinate in the fridge for at least 2 hours.
Preheat the grill. Remove the chicken from the marinade and spread out in the grilling tray. Discard the marinade. Grill the chicken for 6–8 minutes or until cooked through, turning once. Transfer the chicken to a plate, cover and keep warm.
Drain the vegetables and place on the grilling tray. Grill until browned and softened, turning once and brushing twice with the marinade. Serve the grilled chicken and vegetables on a bed of salad leaves.