Place capsicum, onion, eggplant and garlic on a tray, coat with the olive oil and season to taste, then char-grill over high heat, turning occasionally, until tender (16-20 minutes).
Meanwhile, brush bread with extra-virgin olive oil, then grill, turning once, until charred and golden (1-2 minutes each side). Rub bread with cut garlic, then rub with tomatoes, squeezing juice onto bread, drizzle with extra-virgin olive oil and season to taste.
For anchovy dressing, whisk ingredients in a bowl to combine, then season to taste.
Peel vegetables, then tear them and arrange in separate piles on a platter with garlic in its skin, scatter oregano over, drizzle with dressing and serve with tomato bread.