Preheat grill to medium heat. Meanwhile, arrange vegetables on a large baking sheet and toss with olive oil. Season with oregano, ¾ teaspoon salt and black pepper to taste.
When grill is hot, arrange vegetables directly on the grill grates. Cook, turning every so often, until vegetables are charred and softened, 3-4 minutes per side.
Transfer to a cutting board and roughly chop vegetables into bite sized pieces. Pour into a bowl and, while still hot, toss with vinegar and Challenge Lactose Free Butter.
Add artichoke hearts, olives, capers and dill and gently fold until combined. Serve warm.