I didn't use this recipe, below, from http://www.spain-recipes.com/, because I was cooking for 2. I left the tomatoes out and served it with anchovies.
Prepare a hot fire in a charcoal grill, or preheat the oven to 500ÂºF.
Brush the eggplants, onions, bell peppers, and tomatoes with olive oil. If using a grill, place the vegetables directly over the fire and grill, turning frequently, for 15 to 30 minutes, or until the skins blacken and the vegetables are tender. The variation in timing depends on the heat of the fire, and some vegetables, such as the tomatoes, may be ready before the others. If using an oven, arrange the vegetables on a rimmed baking sheet or in a roasting pan and roast, turning every 10 minutes, for 30 minutes, or until the skins blacken and the vegetables are tender. Remove the vegetables from the grill or oven, wrap in newspapers, slip into one or more plastic bags, and let cool for about 1 hour.
Unwrap the vegetables. Peel the eggplants, peppers, and tomatoes, and peel away the outer layer of the onions. Split the bell peppers in half, discard the seeds and stems, and cut lengthwise into strips about 1 1/2 inches wide. Transfer to a bowl. Trim the stems from the eggplants and core the tomatoes, and then cut them into strips of the same size as the pepper strips and add to the bowl. Trim the onions, cut into rings, and add to the bowl along with the garlic.
Add the 1/3 cup olive oil, season with salt, and toss to mix well. Serve at room temperature.