Heat 1/2 cup (125ml) olive oil in a large heavy frypan. Saute eggplant until each piece becomes saturated with oil. Use eggplant to line the bottom of a 3L casserole dish. Saute the red capsicums until tender and layer over eggplant in casserole dish. Top with mozzarella.
Heat remaining olive oil and cook onions and garlic until lightly browned and caramelised. Stir in tomatoes, basil and oregano and simmer for 5 minutes. Add balsamic vinegar, red wine vinegar, brown sugar and tomato paste. Simmer for 10 minutes. Add anchovy fillets and capers. Season with salt and pepper. Pour over the mozzarella cheese in the casserole dish. Sprinkle Parmesan cheese on top of sauce.
Bake in preheated oven for 20 to 25 minutes or until cheese is melted.