Preheat oven to 425°F. Line a baking sheet with foil and place the chopped veggies. Spray with cooking spray and season the veggies with salt & pepper. Roast for 18-20 minutes or until browned around the edges and they turn tender.
Place all the ingredients for the pesto in a blender or food processor and process until smooth. Keep aside.
Cut the bread in half and hollow inside to make room for the vegetables.
Spread both sides with the pesto, arrange the vegetables on the pesto and pour the balsamic vinegar and olive oil on the veggies.
Place the cheese slices on the veggies. Close the sandwich and wrap tightly with a plastic wrap.
Put the sandwich on a plate and put some weight on it and refrigerate for at least 4 hour or up to 12 hours.