Fire up. Preheat the grill to medium hot and when it is ready, clean the grates thoroughly. Clean grates are very important for this recipe. Get some smoke started by putting some dry wood chips on the heat source.
Prep. Slice the tomatoes crosswise. Peel and slice the onion in half crosswise. Peel the carrot. Mince the garlic.
Paint the cut sides of the tomatoes lightly with oil.
Cook. Put the tomatoes on the grates in direct heat, cut end down for 5 to 10 minutes with the lid down or until they start to get some dark grill marks. Then roll them over and grill the skin side. Don't worry if they blacken a bit on the skin side. Remove them and let them cool until you can handle them. While the tomatoes are cooling, put the onion, carrot, and celery on the grill and roll them around until well marked. The tomato skins should slip off pretty easily when they cool off enough so you can handle them. When the other veggies are cool, chop them fine.
In a 2 quart (1.9 L) pot or large frying pan warm 2 tablespoons of olive oil over medium heat. Add everything except the tomatoes and cook about 10 minutes, stirring occasionally so they don't stick. If they stick you can deglaze the pan with a splash of red wine or water and by scrubbing the pan with a wooden spoon.
Add the tomatoes to the pan, turn the heat to medium low, and simmer uncovered for about 1 hour. If it gets too thick add water.
Serve. Remove the bay leaf, taste and adjust the seasonings. If it is too acidic, you can add up to 2 teaspoons of sugar to balance it. You're done. The result is lumpy with those flavorful fire roasted veggies, and that's just the way it is. If you don't like that, you can puree it in a blender or food processor or with a stick blender and strain it. Now pour your sauce over pasta, use it on pizza, in grilled eggplant parm, or on just about anything except ice cream. If you use it on pasta, a drizzle of really good fresh extra virgin olive oil on top gives it a nice boost. Or real Italian Parmigiano-Reggiano cheese. Or a heaping teaspoon of pesto, or 1/4 cup (60 mL) of cream, or 2 tablespoons of fresh chevre cheese, or meatballs, Italian sausage, or...