Whisk together vinegar, orange juice, olive oil, Worcestershire, and 2 Tbsp. Kansas City Strip Steak Seasoning. Pour half the mixture (about 3/4 cup) into a gallon size zip top bag along with steak, zucchini, and yellow squash. Seal bag and toss gently to coat. Lay flat in the refrigerator to marinate for at least 1 hour and up to overnight.
Add remaining marinade to a blender with mayonnaise, Parmesan, and sun-dried tomatoes. Blend until smooth. Season with salt & pepper to taste and refrigerate until ready to dress salad.
Preheat grill for even, medium-high heat. Remove steak, zucchini, and yellow squash from marinade, shaking off any excess liquid. Sprinkle steak with 1 Tbsp. steak seasoning and set aside. Lay onion and peppers on a sheet of foil; drizzle with olive oil and sprinkle with salt & pepper and remaining 1 Tbsp. steak seasoning. Cover with another piece of foil and seal to make a packet. Lay onion and pepper packet on grill along with zucchini and yellow squash halves. Cook 5 min. Turn packet and halves over and cook 5 more min., or until halves have softened and are lightly browned. Transfer to a cutting board to cool.
Grill steak for 2 to 4 min. per side (depending on thickness), or until well-browned and center reaches 135 degrees for medium-rare or 140 degrees for medium. Transfer steaks to cutting board to rest for at least 5 min. Drizzle cut sides of romaine with olive oil and season with salt & pepper. Grill romaine, cut-side down, for 5 min., or until lightly charred. Slice steak, zucchini, squash, and lettuce into thick strips. In a large bowl, toss everything together with dressing and serve warm or at room temperature.