Prep the Veggies: Brush both sides of the prepared eggplant, onion, tomato, and squash slices with olive oil.
Sprinkle them evenly with black pepper and salt.
Grill to Perfection: For a charcoal or gas grill, preheat to medium heat.
Place the seasoned vegetables directly on the grill rack.
Grill until tender and nicely charred, turning once halfway through. The squash and tomato will take about 5 to 7 minutes, while the eggplant and onion will need 7 to 9 minutes.
Remove the vegetables from the grill as they are done.
Whip Up the Spread: Once the vegetables are cool enough to handle, cut the grilled squash slices in half crosswise.
In a small bowl, stir together the softened goat cheese and pesto until smooth and creamy.
Assemble Your Masterpiece: Spread the goat cheese and pesto mixture evenly onto all 8 slices of bread.
Layer the grilled vegetables onto four of the bread slices, cutting them to fit as needed.
Top with the remaining bread slices, spread-side down, and press gently.
Serve immediately.
Grill the vegetables up to 3 days in advance and store them in an airtight container in the fridge. Assemble the sandwiches just before serving to prevent soggy bread.
Add a drizzle of balsamic glaze over the vegetables before closing the sandwich for a sweet and tangy kick.