Prepare grill to medium high; meanwhile combine oil, shallots, and vinegar in a small bowl and beat; add salt & pepper.

Arrange vegetables on a baking sheet & lightly brush with the olive oil mixture on both sides. Grill vegetables until tender; about 3 minutes per side. Set vegetables aside on a plate. If desired, toast bread slices on grill.

Top 4 slices of bread with lettuce, eggplant rounds, bell pepper & zucchini slices and lastly arrange one – two slices of mozzarella over vegetables; sprinkle lightly with salt and pepper then close sandwich with other slice of bread and enjoy!