Preheat oven to 450 degrees. If you have a convection oven use the convection roast option.
In a large bowl, place all diced veggies (zucchini, eggplant, bell peppers, onion).
Add garlic, oregano, olive oil, salt and pepper. Toss to coat evenly.
Pour vegetables onto 2 sheet pans with lips (jelly roll pans). Do not crowd pans so that they will roast instead of steam.
Place in hot oven. Cook for a total of 30 minutes. Check after 15 minutes and toss vegetables by shaking pans or using a spatula so that all the veggies have a chance to brown.
Remove roasted veggies from oven. Let cool. At this point you can refrigerate until you're ready to finish the dish. Or you can proceed with the next steps and complete the dish right away.
Heat a large, deep skillet over medium high heat.
Add 2 tablespoons of olive oil to hot pan.
Add 2 cups of cherry tomatoes and saute until the skins just begin to crack. About 3-4 minutes.
Add one pound of peeled and deveined shrimp.
Saute for 2-3 minutes.
Add the reserved roasted vegetables to skillet and toss lightly.
Cook for another 5 minutes until vegetables are warmed through.
Remove from heat. Add fresh basil and serve over steaming bowls of polenta.