Wash the tomatoes and cut into 3 slices. Wash, clean and slice the zucchini and eggplant. Peel and slice the onions. Wash thyme, shake dry and chop the leaves roughly.
Mix olive oil and thyme. Coarsely chop the cheese. Stack the vegetable slices into turrets, seasoning with a little salt and pepper between the layers. Stick the turrets together with a skewer. Place the cheese and turrets on the aluminium trays.
Sprinkle with thyme oil and cover loosely with aluminium foil. Prick aluminium foil several times and cook on the grill for 15-20 minutes.