Line two baking trays with kitchen paper. Cut the aubergine and courgettes lengthways into 2 cm (# in) thick slices, put them on the trays in a single layer and sprinkle with salt. Set aside for 15 minutes.
Meanwhile, make the dressing. Mix the cayenne, garlic, and vinegar together, season to taste and set aside.
Heat a ridged, iron grill pan over a medium-high heat or set the grill to medium-high. Brush the skin side of the pepper with oil and cook the pieces, skin side down on the grill pan or skin side up under the grill, for 5 minutes, or until the pepper has softened and the skin has blackened a little.
Place the pepper in a large bowl, sprinkle over one-third of the dressing and stir.
Rinse the aubergine and courgette slices and pat them dry, then brush them lightly with oil. Grill for 3-4 minutes on each side for the aubergines and 2-3 minutes on each side for the courgettes. (You will need to cook them in batches if you are using a ridged grill pan.)
Cut the grilled aubergine and courgette slices in half crossways and add them to the pepper. Pour on the remaining dressing and mix well.
Cover and refrigerate for 3 hours, or overnight, so that the flavours develop. Serve at room temperature.