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Preheat oven to 400 degrees F.
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Spray a baking pan with cooking spray.
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Place a large pot filled with water on the stove and bring to a boil.
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Add in the peppers and boil for 6 minutes.
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Take out of the water, cool and then peel off the skins. Set aside.
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Mix the ricotta, egg yolks and parley and set aside.
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Place a layer of eggplant slices on the bottom.
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Top with ⅓ of the ricotta mixture.
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Add ⅓ of the tomato sauce on top of the ricotta.
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Sprinkle ⅓ cup of the Parmesan cheese and ⅓ cup of the mozzarella.
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Continue with a layer of zucchini, ricotta, sauce and cheese.
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Then make the last layer the peppers, ricotta, sauce and cheese.
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Cover with foil and bake for 30 minutes then take off the foil and cool for another 15 minutes or until browned on top.
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Test the vegetables with a fork to make sure tender. Cooking time will depend upon the thickness of the vegetables.
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Let stand 15 minutes before serving.