In a bowl whisk together the vinegar, oil and orange juice. Add thyme leaves to dressing.
Brush vegetables with dressing & place on grill rack 4-6" from coals. Turn with tongs and baste, grilling until softened and slightly browned.
Slice each foccacia horizontally to create a top and bottom for each sandwich and place on grill briefly until warm & toasted.
To assemble each sandwich: 3 slices each of red and yellow peppers, 3 slices eggplant, 2 slices each zucchini and yellow squash, 1/2 green onion (cut into 1" pieces). Use 2 slices each of Mozzarella and Cheddar cheese. Use approximately 1/2 cup of greens for each sandwich. Slice each sandwich diagonally, creating 2 triangles.