Preheat the grill to high. Brush the capsicum and zucchini with a little oil and season well. Grill the peppers for 15 minutes, turning occasionally until softened and charred. Place in a food bag, seal and allow to cool.
Meanwhile, grill the zucchini for 10 minutes, turning after 5 minutes until softened and lightly charred. Set aside to cool. Remove the capsicum from the bag, peel away the skin and halve.
Meanwhile place the salsa verde ingredients in a food processor or blender and process to a smooth paste. Season to taste. Spread the cut sides of the bread with 2 tablespoons of the paste. Arrange the capsicum on the bottom half of the bread, cover with eggplant slices and top with the zucchini, seasoning with fresh ground black pepper between each layer. Add the tomatoes and scatter over the pine nuts.
Top with the other half of bread and tie together with string at intervals. Allow to stand for 1 hour to let the flavours develop before slicing and serving. Alternatively, wrap in plastic cling film and leave in the fridge overnight.