Cook broccoli and zucchini in enough boiling water to cover for 2 minutes. Drain and rinse immediately in cold water. Set aside.
Lightly grease an 11- to 13-inch pizza pan. Unroll pizza dough and transfer to greased pan, pressing out dough with your hands. Build up edges slightly. Prick generously with a fork.
Place pizza pan on the grill rack directly over medium coals. Cover grill and grill for 5 minutes. Carefully remove pan from grill.
Spread pizza sauce or pesto over hot crust. Top with cooked vegetables, shrimp, and pepperoni. Sprinkle with mozzarella cheese. Return pizza to grill rack. Grill, covered, about 10 minutes more or until cheese melts and pizza is heated through, checking occasionally to make sure crust doesn't overbrown. Makes 6 servings.