To grill the vegetables, place a piece of heavy-duty foil over the grill. Linda a baking tray with foil or parchment and set aside for the cooked vegetables. Brush the foil with olive oil. Light the grill and set to medium heat. Eggplant generally takes the longest to cook so start there. Arrange vegetables in a single layer on the grill and cook for several minutes on each side, brushing the alternate side with olive oil after flipping. Eggplant is done when it is soft and light-medium brown and appears somewhat translucent and can be cut easily with a knife. Remove from grill and carefully arrange on baking tray. Zucchini will cook faster and will also get light brown and become a little translucent. To grill the peppers, allow them to get blackened on the skin side. When skin is mostly black, remove from grill and place in a paper bag or place them in a bowl and cover them with a plate. The steam will loosen the skins so you can peel them off. Pieces of blackened skin add to a smoky, grilled flavor, so do not rinse.
To make the pesto, place all ingredients except olive oil in a food processor. Pulse until everything is finely chopped. While the processor is still running, drizzle the oil into the chute and blend until everything is combined. Taste and adjust seasonings, adding more salt or lemon if necessary. To thin, add more oil or water. Store extra in a covered container in the fridge for several days or freeze.
To make the cashew ricotta, place all the ingredients in a food processor and blend until creamy and smooth. Taste and adjust flavors by adding more lemon juice or salt. Store extra in a covered container in the fridge for several days or freeze.
To assemble and serve individually or family style, spread some pesto on a plate. Arrange a bottom layer of eggplant slices. Spoon 1 tablespoon or so of ricotta on, followed by a little pesto. Place a piece of red pepper on top, then add more ricotta, pesto, and a slice of zucchini. Add a little more ricotta, pesto, and black olives or parsley to garnish.