Prepare and heat a grill to high, or preheat a grill pan. Meanwhile, combine the eggplant, peppers and zucchini with the 1/4 cup olive oil, the vinegar, thyme, a few pinches of salt and a few grinds of pepper, and let marinate as the grill is heating. Combine the goat cheese with the basil and thyme, the remaining 2 tablespoons of olive oil, salt and pepper, and set aside.
When the grill is hot, grill the vegetables on both sides until cooked through and with clear grill marks - 2-3 minutes per side.
To assemble, spread the herdbed goat cheese on one side of the bread, then layer the grilled vegetables and tomato on top. Spread the arugala on the sandwich. Spread the other slice of bread with leftover pesto, if using, and top off sandwich. Cut into portions and serve.