Char sweet and hot peppers under the broiler or over an open flame. Let cool in a plastic wrap-covered bowl then peel and seed. Cut into long strips and reserve.
Heat EVOO in a saucepot over medium heat. Stir in anchovies and melt them into the oil. Stir in garlic, cook 2 minutes then add wine and tomatoes. Season with salt and pepper, add basil and reduce to thicken sauce.
Meanwhile, slice eggplant into discs and cut zucchini lengthwise. Arrange sliced veggies on brown paper or a few layers of paper towels along with tomatoes. Salt and pepper them and let them drain 15 minutes.