Fry onion and pepper in a skillet with 3 tablespoons olive oil for 2 minutes. Add garlic and fry for 1 minute. Remove from the heat, transfer to a bowl and reserve.
Fry zucchini and eggplant in a skillet with 1 tablespoon olive oil. Remove from the heat, transfer to a bowl and reserve.
In the same skillet, with 1 tablespoon olive oil, cook the tomatoes with bay leaf. After 10 minutes add the rest of the vegetables and season to taste. Add Herbs of Provence and let simmer for 45 minutes. Stir from time to time!
To prepare the mushrooms:
Cut the stem of the mushrooms and rinse thoroughly.
Grease with olive oil and place over the grill for 5 minutes.
Turn them over and fill with the vegetable mixture.
Leave on the grill another 5 minutes.