MIX THE OIL WITH THE OREGANO, basil, salt and pepper. Brush it onto both sides of the eggplant and zucchini. Lay the eggplant and zucchini in single layers on baking sheets. Broil them 2 inches from the heat for 4-or-5 minutes or until cooked. Turn, brush the other side with the oil, and broil until the second side is done. Remove. Preheat oven to 350F. Place half the eggplant slices in a wide, shallow 2-or-3-quart baking dish. Add half the zucchini, then layer in half of the mozzarella, ricotta, spaghetti sauce, fennel seed and Parmesan. Repeat the layering with the second half of the ingredients. Cover and bake 20-to-25 minutes or until hot and bubbly. May be made ahead several days, or frozen, defrosted and reheated.