Preheat the oven to 450 degrees F. Pat all of the vegetables dry.
Put the Brussels sprouts on one third of large (11 x 17-inch) baking sheet, the asparagus on another third of baking sheet, and the zucchini or yellow squash on last third of baking sheet, leaving space between the pieces.
Drizzle oil evenly over vegetables and sprinkle with salt and pepper. For extra interest, sprinkle the Brussels sprouts with balsamic, the asparagus with sesame seeds, and the zucchini with pepper flakes.
Toss each vegetable, keeping them separate, until evenly coated, and then spread them out in a single layer.
Roast, stirring vegetables once about halfway through cooking, until they are tender and browned and Brussels are a little crispy, 15 to 20 minutes. Taste and sprinkle with more salt if desired. Serve hot or room temperature.