Slice eggplant and season with salt & pepper to taste on both sides.
Cook lightly on grill or saute lightly in pan with oil. Take out eggplant slices and set aside.
In pan, saute red, green, and yellow pepper, fennel and sliced mushrooms. Add diced tomatoes, salt, pepper and red pepper flakes.
Butter a large baking dish and layer in pan in this order: Sauce, Eggplant, Ricotta cheese, shredded Parmesan cheese, shredded Cheddar cheese, Sauce, Eggplant, Ricotta cheese, shredded Parmesan, Cheddar and Mozzarella.
Bake uncovered at 375 degrees F for 30 - 35 minutes.