Preheat a grill at its highest setting. Arrange the peppers and aubergine slices on a grill pan, drizzle with the olive oil, and grill until the skins are charred and tender.
Remove the peppers to a bowl and cover with a plate or clingfilm to steam for 5 minutes.
Remove the cover and, when cool, peel them to remove the skins. Cut the peppers into strips