Can you BBQ This Odd Shaped Vegetable?

This is a photo of the posh open-air "farmer's market" downtown. It was the only farmer's market that fit with our schedule, so I was hell bent on going. Already frustrated due to the lack of parking, we were not pleased. As we cruised down the two out of six booths that contained actual vegetables, this conversation happened.
Me, holding up odd looking squash with the sign "All Squashes a gajillion dollars":
"Excuse me, what is this?"
The lady behind the booth, in broken english explains: "lighter version of that" (pointing to zucchini).
Me: "Can you barbecue it?"
Her: "No, do this one" Pointing to zucchini
This rubbed me beyond wrong. Isn't the point of farmer's markets to support local growers, get real information about the stuff you'd never buy at the store and try new things? That's what I expect for overpriced fruit and vegetables.
After that we spun through the posh open-air market (which was crap) and then went to Costco. We got raspeberries, blackberries, watermelon, artichokes and asparagus for such low prices. Sure we went from one extreme to the next, but we're pleased with our Costco purchase. We are not giving up on the farmer's market concept completely. Plans are in the works to check out a couple more around town, wish us luck!