Heat grill over medium-high heat (350-400℉) and oil the grill grates. To do this, dip a wadded paper towel in a little oil and, using tongs, wipe the oil evenly over the grate. Be careful not to use too much oil, because that's a sure-fire way to start a good flare-up; a little goes a long way here.
Using tongs, transfer the pork to the grill. Close the grill until the pork is cooked to your preference, flipping once halfway through but before flipping, using a brush, baste the tenderloin with the BBQ sauce so that it is well-coated. Continue to cook until done, I like mine at 150℉ for medium. It typically takes a total of 12-15 minutes.
When the pork is almost done, lay the zucchini in a single layer and grill and cook until tender and grill marks form, 3 to 4 minutes per side.
When the pork is done, transfer to a cutting board to rest for 5 minutes before slicing and serving. Remove the veggies from the grill and set aside.