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Preheat your oven to 400 F. Prepare all the vegetables and lay them out on a parchment paper lined cookie sheet with raised edges. The vegetables can also be cooked on the grill.
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Drizzle olive oil over the vegetables and sprinkle with salt and pepper.
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Bake in the preheated oven for 25 minutes until vegetables are just turning tender. Try not to over cook them, as they will become mushy.
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Remove the tray of vegetables from the oven to cool slightly.
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Cut the ciabatta buns in half and toast under the broiler in your oven.
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Spread the goat cheese on the toasted buns, and then add the pesto sauce.
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Layer your grilled vegetables on the bun and top with the other side of the bun.
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If you have a Panini press, I highly recommend using it to make the cheese all warm and ooey gooey.