How to Make It
In a large skillet, heat 3 tablespoons of the olive oil until shimmering. Add the onion, garlic and bay leaf, season with salt and pepper and cook over moderately high heat, stirring occasionally, until the onion is lightly browned, about 5 minutes. Add the eggplant and cook until just tender, about 3 minutes. Add the zucchini and cook until just tender, about 3 minutes. Stir in the tomatoes with their juices and the oregano and bring to a boil, then reduce the heat to moderately low and simmer until the juices thicken, 8 to 10 minutes.
Meanwhile, in another large skillet, heat the remaining 2 tablespoons of olive oil until shimmering. Season the lamb shoulder steaks with salt and pepper and cook over high heat, turning once, until nicely browned, 6 to 8 minutes for medium-rare. Transfer the steaks to plates. Discard the fat from the skillet.
Set the skillet over low heat, add the vinegar and cook, scraping up the browned bits on the bottom, until nearly evaporated, about 30 seconds. Stir in 1/4 cup of the ratatouille, then return this mixture to the remaining ratatouille. Discard the bay leaf. Stir in the piquillo peppers and cheese and season with salt and pepper. Mound the ratatouille on the lamb steaks and serve.