Coat a 30 x 18 inch piece of aluminum foil with cooking spray. Lay potatoes, zucchini, and onions in the center.
Combine 1 cup milk and margarine in a pot and let boil. Whisk in flour and the rest of the milk. Keep boiling, stirring continually until mixture is thick, about 1 minute. Take mixture off of heat and mix in mustard and herbs. Sprinkle with salt and pepper.
Spoon sauce overtop of vegetables. Fold foil and seal edges to make a pouch. Lay pouch on a hot grill and cook 35 minutes, flipping a few times. Move pouches to a serving plate and carefully open.