Heat grill. When ready to grill, brush eggplant, onion and zucchini with oil; sprinkle with salt. Place on gas grill over medium heat or on charcoal grill 4 to 6 inches from medium coals. Cook 8 to 10 minutes or until tender, turning once.
Meanwhile, heat pizza sauce in small saucepan until hot.
Spread 1 side of each of 4 toasted bread slices with 2 tablespoons pizza sauce. Top each with grilled vegetables. Spoon remaining pizza sauce over vegetables. Top each with cheese and slice of toast.