Place the eggplant slices on a wire rack and sprinkle them lightly with salt on both sides. Set the rack aside until the eggplant begins to "sweat," usually 15 to 20 minutes. Blot the eggplant dry with clean paper towels.
Arrange the eggplant and all the bell pepper slices on a large baking sheet, and brush both sides of all the pieces with the olive oil. Season with kosher salt and black pepper. Transfer the eggplant and peppers to the grill, in batches if necessary, and cook, turning them occasionally to promote even browning, until they are softened and nicely marked, 15 to 20 minutes.
Transfer the grilled eggplant slices to a large platter, and top them with the pepper strips. Garnish with the crumbled feta and minced marjoram. Drizzle with the olive oil and lemon juice, and serve either warm or at room temperature.