Mix together the olive oil, Worcestershire sauce, salt and pepper in a bowl until well combined. Pour it over the vegetables and toss to coat. Transfer the veggies to a grill-safe tray.
Place the tray on the smoker and smoke for 15 minutes on the smoke setting. Then turn it up to 225°F for 30 minutes.
Notes
If you don't have a smoker you can bake these vegetables on 375°F for 30 minutes instead.