Heat a grill or grill pan coated with olive oil or nonstick cooking spray over medium-high heat. Coat both sides of the vegetables with nonstick cooking spray and grill 12 minutes or until just tender, turning frequently. Lightly season with salt and pepper. Cool slightly. Remove to a cutting board and coarsely chop.
Meanwhile, combine the cream cheese, garlic, and oregano in a small bowl; set aside.
Grill the bread for 2 minutes or until golden brown, turning frequently. Spread cream cheese mixture evenly over each slice. Top with grilled vegetables, arugula, and feta.