Preheat the broiler. Cut the unpeeled eggplants into 1/4" thick slices. Sprinkle with salt and place in a colander over a bowl for 1 hour. Brush the peppers with olive oil. Place them in the broiler and broil on all sides. They should be well scorched but do not burn them. Run them under cold water and remove the skins. Slice the peppers in half, remove the seeds, then cut the pepper into thick strips. Reserve.
In a small skillet heat 2 T of olive oil. Add the pine nuts and cook them until they are lightly browned. Add the bread crumbs. Saute the mixture for a few minutes, then season with a pinch of salt and pepper. Add the oregano and parsley. Drain the eggplant slices and dry well on paper towels.
In a large skillet heat 4 T of olive oil. Saute the eggplant slices, adding more oil as you need it, until they are nicely browned. In an oval baking dish make a layer of eggplant. Top with a layer of peppers. Sprinkle with a few capers and repeat the layers. Top with bread-crumb mixture. Make a lacing of anchovies and optional pimiento strips with the black olives in between in a decorative pattern. Dribble olive oil over the vegetables and bread crumbs. Bake the gratin for 10 to 15 minutes in a 350 degree oven. Serve warm or at room temperature.
Note: If the anchovies are too salty, soak them in a little milk for 10 to 15 minutes. Dry on paper towels and add to the dish.