Grilled Mixed Vegetables

1 garlic clove, lightly crushed 5 tablespoons olive oil 2 tablespoons water 2 anchovies 1 handful fresh flat-leaf parsley, leaves picked and chopped fine 1 tablespoon capers Kosher salt and freshly ground black pepper 1/2 large eggplant, sliced 2 zucchini, sliced lengthwise about 1/4-inch thick 1 endive, remove any damaged outer leaves and then cut in 1/2 lengthwise Kosher salt and freshly ground black pepper Extra-virgin olive oil