Clean and wash the vegetables. Cut the zucchini into slices and the aubergines into pieces. Wash the marjoram and, except for something to garnish, pluck leaves from the stalks. Put the vegetables in an aluminium mould or aluminium foil, season with salt and marjoram.
Drip oil over it. Cover mould with foil or close foil. Place on the preheated grill and cook for 20-25 minutes. Put the cheese on the grill and grill it from both sides until golden brown. Spread the baguette with herb butter and place it briefly on the grill.
Open the aluminium mould or foil and place the cheese on top. Sprinkle with lemon pepper and garnish with marjoram. Serve with baguette.