Place the mushrooms, zucchini, squash, broccoli, and onion in a grill pan, and brush with 2 tablespoons olive oil. Cook on preheated, covered grill until tender when pierced with a fork, about 5 minutes.
Remove from grill and set aside.
Roll out pizza dough on a floured surface to make two 8 inch circles 1/4 inch thick.
Place onto pizza pans.
Brush tops with remaining 1 tablespoon olive oil.
Bake on preheated, covered grill until browned, turning once, about 3 minutes each side.
Remove from grill and spread with pesto. Top with cooked vegetables.
Sprinkle with blue and fontina cheeses. Return to grill, cover, and cook until cheese melts, about 3 minutes.