Heat a large, oven safe skillet to medium high and add olive oil, onions, shallots and garlic. Saute and stir for about two minutes. Add the red and green peppers, zucchini, yellow squash, fennel and red onion. Cook for five minutes until vegetables are cooked through and reduce in volume. Add the tomatoes, eggplant, broccoli and mushrooms. Cook until they are hot and have reduced in volume a little.
Add fresh thyme and basil. Bury the vegetables with provolone and parmesan cheese. Bake at 400-degrees for 20 minutes or until the cheese turns golden brown.