Preheat oven to 180C. Place capsicum in a roasting pan, drizzle with 2 tsp olive oil and roast until skin is blistered (10-15 minutes). Transfer to a bowl, cover with plastic wrap and cool. When cool, peel and remove seeds (discarding peel and seeds), thinly slice lengthways and set aside.
Meanwhile, heat 2 tbsp olive oil in a large saucepan over medium heat. Add garlic and onion and sauté until soft (5-7 minutes). Add passata, season to taste and simmer, stirring occasionally to combine (4-5 minutes), then pour evenly into the base of a 3 litre-capacity deep baking dish.
Layer eggplant, overlapping slightly, over prepared base. Season to taste and repeat with zucchini and roast capsicum. Scatter anchovies over and finish with a layer of Roma tomatoes.
Combine breadcrumbs, Gruyère and thyme in a bowl. Season to taste, then scatter over vegetables and drizzle with remaining olive oil. Bake until crust is golden and vegetables are tender (55 minutes-1 hour). Serve with a green salad.