In a small bowl stir together the herbs, vinegar, oil, garlic, salt, and cayenne pepper. Brush eggplant, sweet peppers, and onions with some of the herb mixture.
Place vegetables on the grill rack directly over medium heat, making sure to lay eggplant slices and pepper quarters perpendicular to wires of the rack so they won't fall into the coals. Grill for 8 to 12 minutes or until vegetables are crisp-tender, turning once and brushing occasionally with herb mixture. Remove individual vegetable pieces when crisp-tender. If desired, cut up the sweet peppers. Transfer vegetables to a serving dish; toss with remaining herb mixture. Serve warm or cool to room temperature. Makes 6 servings.