Prepare the Vegetables: Preheat your oven to 425°F (220°C). Position racks in the upper and lower thirds of the oven. On a large, rimmed baking sheet, arrange the eggplant halves (cut-side up), whole bell peppers, and the onion and fennel wedges.
Create the Aromatic Oil: In a small bowl, whisk together 4 tablespoons of the extra virgin olive oil, the sliced garlic, smoked paprika, and dried oregano. Drizzle this infused oil evenly over all the vegetables on the pan. Use your hands to ensure everything is lightly coated, then sprinkle with the sea salt and black pepper.
First Roast (High-Heat Charring): Place the baking sheet on the upper oven rack and roast for 25 minutes. The high, direct heat will begin to char the skins of the peppers and caramelize the edges of the other vegetables.
Second Roast (Tender-Roast): After 25 minutes, carefully remove the pan from the oven. Flip the eggplant halves and use tongs to rotate the peppers and toss the onion and fennel wedges. Move the baking sheet to the lower oven rack and continue to roast for another 15-20 minutes, or until the eggplant is completely tender and collapsed and the pepper skins are blistered and blackened in spots.
Steam and Peel: Remove the baking sheet from the oven. Immediately transfer the hot bell peppers to a bowl and cover it tightly with a plate or plastic wrap. Let them steam for 10 minutes, which will make the skins easy to peel off.
Assemble the Salad Base: While the peppers steam, use a fork to gently scrape the cooked flesh of the eggplant away from its skin, placing the flesh into a large mixing bowl. Add the roasted onion and fennel wedges to the bowl. Once the peppers have steamed, peel away their skins and remove the stems and seeds. Roughly chop the pepper flesh and add it to the bowl with the other vegetables.
Combine and Dress: Gently break up the larger pieces of vegetables in the bowl with a spoon. Add the rinsed cannellini beans and the chopped fresh parsley. In the same small bowl you used for the oil, whisk together the remaining 2 tablespoons of extra virgin olive oil, the red wine vinegar, lemon zest, and lemon juice. Pour this dressing over the vegetable and bean mixture and gently fold everything together. For the best flavor, let the salad sit for at least 10 minutes at room temperature before serving.