Prepare the smoker for barbecuing, bringing the temperature to 200°F to 220°F. Grease a smoke-proof baking dish.
In a skillet, warm the oil over medium heat. Add the onion and sauté until it is well softened but not browned. Mix in the squash, bell pepper, jalapeño, and oregano, and continue cooking until the vegetables are limp. Add the milk, reduce the heat s