Brush eggplant, mushroom, and sweet pepper with olive oil and sprinkle with black pepper and salt. Grill the vegetables on the rack of an uncovered grill directly over medium coals for 10 to 12 minutes or until vegetables are just tender, turning once halfway through grilling. Transfer vegetables to a cutting board and cut into 1/2-inch slices.
Meanwhile, in a small bowl combine mayonnaise and garlic. Spread mayonnaise mixture over cut sides of rolls. Fill rolls with grilled vegetables.