To Make the Scallion Oil: Place the scallions in a heatproof pint jar, then add fish sauce and sugar.
In a small saucepan over medium heat, bring the oil to 180°F, which should take about 3 minutes.
Carefully pour the hot oil directly over the scallions. The scallions should sizzle once the oil is added.
Stir to combine all the ingredients. The scallion oil is now ready to use.
To Cook the Vegetables and Serve: Heat a grill to medium high.
Add the corn cobs, working in batches if necessary to avoid overcrowding. Cook 5–7 minutes, just until the kernels start to blister and caramelize, then carefully transfer the corn onto a wire-rack-lined baking sheet. Repeat with the remaining corn, cauliflower, green beans, and squash.
Transfer all the blistered vegetables to a platter and top with plenty of scallion oil to serve.