Brush both sides of mushrooms, eggplant, zucchini and capsicum with olive oil. Season with salt and pepper.
Preheat a barbecue grill on medium-high heat. Barbecue the mushrooms, eggplant and zucchini for 3 minutes on each side or until tender. Transfer to a large heatproof dish. Cover to keep warm.
Barbecue capsicum for 4-5 minutes each side or until tender. Transfer to the dish. Add feta, toss gently to combine.
Arrange salad on serving plates. Drizzle each plate with 2 teaspoons oil, a squeeze of lemon juice and season with salt and pepper. Serve with toasted sourdough.