Preheat broiler or grill. Place whole onions, unpeeled, on a small foil-covered baking pan under broiler or directly on a moderately hot grill and cook, turning every 8 to 10 minutes for 20 to 30 minutes or until charred on the outside and soft all the way through. Set aside to cool. Make vinaigrette by whisking together the garlic, olive oil, red wine vinegar, salt, pepper and chopped oregano.
Trim the ends from the eggplant, squashes, peppers and fennel, cut in quarters lengthwise and toss in a bowl with half the vinaigrette. Grill or broil slowly until lightly golden and cooked through--about 5 to 10 minutes for squashes, peppers and eggplant, 15 minutes for fennel. Cut vegetables in 2-inch pieces and toss in remaining vinaigrette, then serve on lettuce-lined plates.
c.1997, M.S. Milliken & S. Feniger, all rights reserved