Heat grill to medium heat.
Mix dressing and 1 Tbsp. chiles. Combine mayo and remaining chiles.
Toss mushrooms and zucchini with 1/2 cup dressing mixture. Grill with onions 10 min., turning occasionally and brushing with remaining dressing mixture. Place Singles on rounded sides of mushrooms; grill 1 min. or until melted. Meanwhile, toast buns on grill.
Spread buns with mayo mixture; fill with mushrooms, remaining grilled vegetables and tomatoes.