Slice eggplant and season with salt & pepper to taste on both sides.
Cook lightly on grill or saut lightly in pan with oil.Take out eggplant slices and set aside.
In pan saut long slices: red, green, and yellow pepper,1/2 sliced fennel (optional) and sliced mushrooms. Add cans of diced tomatoes, salt & pepper and 1/2 tsp red pepper flakes (optional)
Butter a large baking dish and layer in pan:
1) Sauce
2) Eggplant
3) Ricotta cheese
Shredded Parmesan cheese
Shredded Cheddar cheese
4) Sauce
5) Eggplant
6) Ricotta cheese
Shredded Parmesan, Cheddar and Mozzarella.
Bake uncovered at 375f for 30 - 35 minutes.