Heat oven to 425°. Line a baking sheet with parchment paper; driz¬zle parchment with oil. Put eggplant slices on prepared baking sheet; sprinkle with oregano, season with salt and bake, turning once, until tender, about 30 minutes.
Remove eggplant from oven. Drizzle rolls with oil. Make sandwich¬es with tomato, sprinkle of salt, cheese, anchovy fillets and warm eggplant.