Light a grill. In a medium bowl, mix the olive oil with the basil and season generously with salt and pepper. Brush the basil oil on the vegetables. When the fire is medium-hot, arrange the eggplant slices on the hottest area of the grill and surround with the portobellos and sliced fennel. Grill, basting often with the oil and turning once, until the vegetables are nicely charred and almost tender, about 6 minutes for the eggplant and 10 minutes for the portobellos and fennel. Transfer the vegetables to a platter and cover loosely with foil.