In bowl, stir together onion, yellow pepper, jalapeno, finger chili, garlic, oil and salt. Scrape onto large double-layer sheet of foil. Fold foil over and crimp edges together to create a sealed packet.
Place on BBQ preheated to medium-high. Close lid and cook, 15 to 20 min. until vegetables are tender. Transfer to bowl and mix with BBQ sauce.
Serve as a topper for grilled hot dogs or sausages, burgers, sandwiches, grilled cheese or nachos.
To prepare on the stovetop, sauté the vegetables in the canola oil then stir in the salt and barbecue sauce.