Brush mushrooms, bell pepper and onion with oil; sprinkle with seasoned salt.
Place vegetables in grill basket (grill wok).
Place grill basket on grill over medium heat. Cover grill; cook 10 to 12 minutes, shaking basket occasionally to turn vegetables, until bell pepper and onion are crisp-tender and mushrooms are just tender.
Cut bread horizontally in half.
Mix mayonnaise and pesto; spread over cut sides of bread.
Layer lettuce and grilled vegetables on bottom half of bread.