Heat the broiler (grill). Position the rack 4 inches from the heat source.
Brush the eggplant, zucchini, mushrooms and red pepper with 1 tablespoon of the olive oil. Arrange in single layer on a baking sheet and broil under low heat. Turn as needed and brush occasionally with 1 tablespoon olive oil. When tender and slightly browned, remove from the broiler (grill). Use immediately or cover and refrigerate for later use.
Preheat the oven to 350 F. Coat a decorative, ovenproof 12-inch flan or quiche baking dish with cooking spray.
In a medium saucepan, bring water to a boil. Reduce heat and slowly whisk in polenta. Continue to stir and cook for about 5 minutes. When polenta comes away from side of pan, stir in margarine and season with 1/8 teaspoon of the black pepper. Remove from heat.
Spread polenta into the base and sides of the baking dish. Brush with 1 teaspoon olive oil. Place in the oven and bake for 10 minutes. Remove and keep warm.
Drain spinach and press between paper towels. Top polenta with spinach. Arrange a layer of sliced tomatoes, chopped sun-dried tomatoes and olives. Top with remaining roasted vegetables. Sprinkle with oregano and the remaining 1/8 teaspoon black pepper. Return to the oven for another 10 minutes. When warmed through, remove from the oven. Cut into 6 wedges and serve.