Pan-grilled Veggie Sandwiches with Ricotta, Arugula and Balsamic

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Vegetable oil, for brushing

2 zucchini, sliced lengthwise in 1/4-inch-thick slices

2 yellow squash, sliced lengthwise in 1/4-inch-thick slices

2 red onions, sliced into 14/-inch rounds

Extra-virgin olive oil

1 tablespoon chopped garlic

Kosher salt and freshly ground black pepper

2 baguettes

1 (16-ounce) container ricotta cheese

1 bunch arugula, washed, dried and stems discarded

Balsamic vinegar, to taste