Quarter capsicum. Remove and discard seeds and membrane. Heat a chargrill pan or barbecue grill on high heat. Cook capsicum for 4 to 5 minutes each side or until tender and skin is blistered and blackened. Transfer to a snap-lock bag. Seal. Set aside for 5 minutes.
Meanwhile, halve zucchini and eggplant crossways. Cut lengthways into thin slices. Place in a medium bowl with pumpkin. Add oil. Toss to coat. Cook zucchini and eggplant for 2 to 3 minutes each side and pumpkin for 3 to 5 minutes each side, or until vegetables are charred and tender. Transfer to a plate. Set aside to cool completely.
Peel and discard skin from capsicum. Cool completely.
Place vegetables in an airtight container. Refrigerate for up to 5 days.