Preheat oven to 180 °C.
Heat oil in a medium-sized pan over high heat. Cook onion, red capsicum, eggplant and tomatoes stirring for 5-10 minutes or until softened and slightly thickened. Set aside.
Place the fish into a roasting pan. Place the softened vegetables, cherry tomatoes, olives, capers and thyme sprigs over the fish. Bake for 15 minutes or until fish is cooked through.
Divide the fish and sauce amongst 2 plates. Serve with rocket leaves