Heat oven to 220C/200C fan/gas 7. Pop 33 x 23cm baking tray in the oven to heat up. Brush a griddle pan with about 1 tsp of the oil and griddle the aubergines until nicely charred, then remove. Repeat with the courgettes and onions, using a little more oil if you need to.
Remove the tray from the oven and brush with a little oil. Brush a large sheet of filo with oil, top with another sheet, add a little more oil and repeat with the final sheet. Transfer the pastry to the hot tray, pushing it into the edges a little.
Arrange the griddled veg on top, then season. Add the tomatoes, cut-side up, then drizzle on the vinegar and any remaining oil. Crumble on the feta and sprinkle with oregano. Cook for about 20 mins until crispy and golden. Serve with the dressed mixed salad leaves.