Seed and quarter the red peppers. Slice the zucchini lengthwise into thin strips. Toss to coat peppers, zucchini, and asparagus with olive oil.
Over a medium flame, grill the vegetables until lightly blackened with grill marks, about 4 minutes on each side. Meanwhile, place a handful of arugula (or other salad mix) on each tortilla. Divide the goat cheese mixture into 4 and also place on the tortillas. When the vegetables are done divide into 4 and place on the tortillas.
The tortillas can be rolled and either refrigerated for later or served immediately.