Preheat a grill pan to quite hot.
Place the eggplant on a board and very carefully cut length ways into 1cm slices. Sprinkle with salt and leave to stand for 10 minutes. Rinse off the salt under water and pat dry with kitchen paper.
Lightly brush the grill with a little oil and place the eggplant slices on the grill for 1 to 2 minutes on each side, or until they have good colour and are cooked through. Remove from heat and place on the board.
Lay a few fresh rocket and basil leaves down the centre of each eggplant slice, top with a generous spoon of ricotta cheese and a strip of red capsicum. Season with salt and pepper, wrap up the eggplant and hold together with a toothpick.
Dish up immediately.