In a non-aluminum saucepan, stir together the vinegar, water, salt, peppercorns, garlic, fennel seeds and sugar and bring to a boil. Cook 2 minutes and add fennel. Cook fennel until just tender, about 4 minutes, and remove with spider to a cool plate. Add zucchini and cook until just tender, about 1 minute, and remove to a separate plate. Add cauliflower and cook until tender, about 3 minutes, and remove to a cool plate. Add red onions and cook until tender, about 2 minutes, and remove to a cool plate.
Return cooking liquid to a boil and boil for 3 minutes. Remove from heat and add oil and vinegar.
Divide vegetables among 3 jars (1 or 2 quart jars work best, but any size will do) and cover them with the cooking liquid. If there is not enough liquid, add a little white wine vinegar to cover. Allow jars to cool, cover with lids and refrigerate. Pickles will keep up to a month in the refrigerator.