In a large sealable plastic bag, combine potatoes, zucchini, yellow squash, onion, fennel and dressing. Seal, toss to coat and marinate at room temperature for 2 hours.
Preheat barbecue grill to medium-high heat.
In another large sealable plastic bag, combine rosemary (if using), oil and vinegar. Add steak, seal and toss to coat.
Using a slotted spoon, transfer one-quarter of the marinated vegetables to each prepared foil sheet. Remove steak from oil mixture, discarding oil mixture, and place on top of vegetables. Season with salt and pepper. Top steak with the remaining vegetables, dividing evenly. Reserve vegetable marinade. Fold foil into flat packets and seal edges tightly.
Place packets on grill and cook for 12 to 16 minutes, turning packets over once, until an instant-read thermometer inserted in the thickest part of the steak registers 145°F for medium-rare (or cook to desired doneness). Remove from grill and let rest for 3 minutes before opening foil.
Meanwhile, in a small saucepan, heat the reserved vegetable marinade over medium heat until steaming.
Transfer steak to a cutting board and thinly slice on the bias across the grain. Serve with vegetables, drizzled with warm marinade.