1.Using vegetable peeler, cut eggplant and zucchini into long, thin strips. Combine eggplant and zucchini in large bowl with capsicum, mushrooms and oil.
2.Cook vegetables, in batches, on heated oiled barbecue (or grill or grill pan) until tender. Remove from barbecue; cover to keep warm.
3.Cook balmain bugs on heated oiled barbecue until cooked.
4.Meanwhile, make chilli lime butter. Combine butter, lime zest and juice, chilli and garlic in a small bowl. Season.
5.Combine vegetables, balmain bug and chilli lime butter in large bowl.
6.Divide rocket among serving plates; top with vegetable and balmain bug mixture.
Prawns or scampi can be used instead of Balmain bugs.