In a medium bowl, place zucchini, red pepper, eggplant, red onion, mushrooms and olive oil; toss till covered.
Preheat barbecue to high (or use an indoor grill, or the broiler in your oven). Place vegetables on grill (or a baking sheet if using broiler), season with salt and pepper, and cook until they soften. Turn and grill until cooked through. Remove from heat, place back in bowl and sprinkle with balsamic vinegar.
In a small bowl, mix together mayonnaise and rosemary. Toast each bagel half. Spread mayo mixture on each, then top with turkey and vegetables.
Per serving: 331 calories, 19 g protein, 14 g fat (3 g saturated fat), 34 g carbohydrates, 8 g fibre, 39 mg cholesterol, 206 mg sodium