Combine olive oil, pesto and balsamic vinegar in a small bowl.
Lightly brush each slice of eggplant, red pepper and zucchini with oil mixture and lay, in a single layer, on a baking sheet.
Bake the vegetables for 10-15 minutes until softened and lightly browned. Cool until you can comfortably touch the vegetables.
Lay one slice of eggplant down, spread with some ricotta, cover with a slice of zucchini, a little more ricotta and finish with a slice of roasted red pepper. Roll the vegetables up and secure with a toothpick.
Serve sprinkled with fresh parsley, drizzled with a little bit more olive oil, warm or at room temperature.