In a bowl mix the oil, herbs, and pepper and set aside.
Preheat a gas, charcoal or wood grill until hot, about 400 degrees. Place a vegetable tray on the grill and make sure it's clean. Place the eggplant slices, asparagus, mushrooms, leeks, and pepper strips on the tray and season with salt and pepper. Using a pastry brush, lightly brush the herb oil over all the vegetables, saving about 2 tablespoons for the bread. Grill the vegetables for 4 minutes. Gently flip them over and grill the vegetables for about 7 to 10 minutes, or until tender and soft. Use a small, sharp knife to test for doneness. Remove to a plate. The vegetables can be grilled several hours ahead of time.
Brush the inside (doughy part) of the bread with the remaining oil and grill the inside part down for 2 minutes or until golden brown.
To assemble the sandwich: Layer the cheese on one piece of the bread (the bottom half of the baguette). Place the asparagus, leeks, eggplant, mushrooms and peppers on top. Top with the radishes. Drizzle the balsamic vinegar on the other (top) half of the sandwich, and place the two halves together pressing down gently. Carefully cut into 4 sandwiches.

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