Preheat a grill to medium-high heat.
Brush eggplant slices with olive oil and season with salt and pepper. Let sit for 10 minutes.
In a large bowl, combine bell peppers, tomatoes, red onion, basil, and oregano. Mix until vegetables are evenly distributed.
Lay the eggplant slices on a large piece of aluminum foil and top with the vegetables. Fold the foil up to make a package.
Place the foil packets on the grill and cook for 10 minutes.
Carefully open up the foil packets and garnish with feta cheese and balsamic glaze. Serve immediately.