Grill the vegetables on all sides in a hot barbecue or grill pan, approx. 5 min. for the tomatoes, and approx. 10 minutes for the other vegetables, or until they are tender and have lovely sear marks (or approx. 8 min. on the oven’s grill setting).
Combine the garlic, thyme, oil, salt and pepper, and coat the grilled vegetables in the marinade. Drain the feta in a sieve and pat dry. Carefully stir the cheese into the warm vegetables and serve.