Preheat the grill to medium high heat. Once hot, add the brats and cook to 165° F(75°C) internal temperature, turning occasionally on the grill for even cooking.
Mix the vegetables together with the olive oil and season well with salt and pepper. Place them on the grill alongside the brats. Do not touch for 2-3 minutes. Flip and continue cooking for 2 more minutes, untouched. Remove from the grill.
For the sauce, mix all ingredients in a bowl until well combined. Chill until needed.
Once all the food is cooked, arrange it on a platter. Drizzle with dill sauce and garnish with fresh dill.