To make salad: Prepare a grill. Lightly oil grill rack. Cook eggplant, zucchini, 4 tomatoes, fennel, onion and lemon slices, in batches if necessary, until browned and tender. (Fennel will take 4 to 5 minutes per side; eggplant, zucchini and onion 2 to 3 minutes per side; and tomatoes and lemon 1 to 2 minutes per side.) As the vegetables are done, transfer them to a large shallow serving dish. Toss gently with the dressing.