Mix vegetables in large glass bowl. Set aside.
Place pickling spice in the center of piece of cheesecloth or coffee filter. Tie tightly with string. Place in medium saucepan with sugar, vinegar and salt. Bring to boil on medium-high heat, stirring to dissolve sugar and salt. Reduce heat to low; simmer 5 minutes. Pour hot liquid and pickling spice bundle over vegetables. Cover.
Refrigerate vegetables. Stir once a day for 1 to 2 days to blend flavors. Store in tightly covered container in refrigerator up to 2 months