Preheat Wolf charbroiler for 15 minutes. Position oven rack to rack position 4. Preheat Wolf oven in CONVECTION at 375°F.
Cut zucchini and squash lengthwise into eight 1/2-inch slices. Toss asparagus, zucchini, squash and peppers with 2 tablespoons olive oil and salt and pepper. Remove peppers. Grill asparagus, zucchini and squash 2 to 3 minutes per side. Set aside. Brush remaining 1 tablespoon olive oil and salt and pepper on onion slices. Grill peppers and onion 4 to 6 minutes per side. Set aside. Stack pepper quarter, zucchini, squash, cheese and asparagus in eight individual stacks on baking sheet.* Place sheet in oven and heat for 5 to 10 minutes, or until cheese is melted.
To Make Sauce:
Combine tomatillos, garlic, lime, cilantro, and avocado in blender or food processor bowl. Puree 1 to 2 minutes or until well-blended. Add water to adjust consistency. Add salt and pepper as needed. ** Place about 3 tablespoons sauce on each plate. Top with one vegetable stack.
* Make ahead - Vegetables can be grilled up to one day ahead. Cover tightly and place in Sub-Zero refrigerator. Heat in oven as above.
** Make ahead - Sauce can be made ahead and stored in refrigerator. Bring to room temperature before serving.