Heat grill to high. Brush eggplant, peppers, and onion and tomato slices with oil and season with salt and pepper. Grill eggplant, tomato, and onion on both sides until slightly charred and just cooked through. Grill peppers on all sides until charred, remove from the grill, place in a bag, and let rest 10 minutes. Remove skin from the peppers and cut into 1-inch slices. Cut the eggplant, tomato, and onion into large dice.
Whisk garlic, 1/4 cup chopped parsley, and 1/2 cup olive oil together in a large bowl. Add the cut vegetables to the bowl and let marinate at room temperature for 30 minutes.
Drizzle cut sides of ciabatta with 2 to 3 tablespoons olive oil, sprinkle with salt and pepper, and grill, cut side down, for 1 to 2 minutes. Brush grilled bread with some of the Sherry Vinaigrette and then layer on the mixed vegetables and Manchego. Drizzle with more vinaigrette and top with torn parsley. Place other piece of bread on top, wrap sandwich in foil, and place on grill with 2 foil-wrapped bricks on top. Grill for 2 to 3 minutes. Remove from grill and foil and cut sandwich crosswise into 2-inch thick slices.
Whisk all ingredients together in a medium bowl. Season, to taste, with salt and pepper.