To save time, cut up the vegetables in advance and refrigerate until you're ready to roast them.
Heat the broiler (grill). Position the rack 4 to 6 inches from the heat source.
Brush the zucchini, eggplant, mushrooms and red pepper with 1 tablespoon of the olive oil. Arrange in single layer on a baking sheet and broil under low heat. Turn as needed and brush occasionally with 1 tablespoon olive oil. Grill or broil, turning as needed, until the vegetables are tender, about 5 to 8 minutes. Transfer to a bowl and set aside.
Heat the oven to 350 F. Coat an ovenproof 12-inch baking dish with cooking spray.
In a medium saucepan, bring water to a boil. Reduce heat and slowly whisk in polenta. Continue to stir and cook for about 5 minutes. When polenta comes away from side of pan, stir in margarine and black pepper. Remove from heat.
Spread polenta in the baking dish. Brush with remaining olive oil. Place in the oven and bake for 10 minutes. Remove and keep warm.
Drain spinach and press between paper towels. Top polenta with spinach. Add a layer of sliced tomatoes, chopped sun-dried tomatoes and olives. Top with roasted vegetables and sprinkle with oregano.
Return to the oven for another 10 minutes. When warmed through, remove from the oven. Cut into wedges and serve.
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