Preheat grill on high. Cook the combined capsicum, skin-side up, under grill for 6-8 mins or until charred and blistered. Transfer to a heatproof bowl. Cover with plastic wrap and set aside for 10 mins (this helps lift the skin). Peel.
Preheat a barbecue grill or chargrill on medium. Brush zucchini, eggplant and pumpkin with the oil. Cook zucchini and eggplant, in batches, for 1-2 mins each side or until lightly charred and tender. Transfer to a bowl. Cook pumpkin for 2 mins each side or until tender. Transfer to the bowl. Set aside to cool slightly.
Meanwhile, to make the rocket pesto, process the rocket, basil, pine nuts, parmesan and garlic in a food processor until finely chopped. With the motor running, add the oil in a thin, steady stream until well combined.
Use a small serrated knife to cut the top third from each roll. Reserve the tops. Scoop out the bread, leaving a 1cm-thick shell. Spread the inside of each roll with the pesto. Arrange the capsicum, zucchini, eggplant, pumpkin, salami and brie, in layers, in the rolls. Spread cut-side of roll tops with pesto and place on top. Press down firmly.
Place rolls on a baking tray. Top with another tray. Place cans on top. Place in the fridge overnight to compress the filling and develop the flavours.
Preheat oven to 200°C. Uncover the rolls and bake on the tray for 10 mins or until crisp and golden brown. Serve warm or at room temperature.