Preheat the oven to 200ºC. Put the zucchini, capsicums and onions into a roasting tray, scatter with the thyme, season well and drizzle over half the olive oil. Roast for 35 minutes or so, until softened and golden.
Preheat the barbecue to hot before adding the steak. Brush each chop lightly with remaining oil, season with salt and pepper. The lamb should sizzle as it makes contact with the plate or grill.
Cook one side until the first sign of moisture appears on the upper side, turn and cook other side. Turn once only for rare and medium. For well done turn a second time once moisture re-appears and reduce temperature until cooked. Remove steak, cover it loosely, and rest it in a warm place for few minutes before serving.
To make the Chilli pesto process ingredients in a food processor or mix in a pestle and mortar. Season and set aside.
Allow the vegetables to cool slightly, add a squeeze of lemon juice, mix through the salad leaves and crumble in the feta. Serve the vegetables with the lamb and spoon over the pesto.