Preheat the oven to 375ºF.
Heat the oil in a large skillet over medium-high heat. Add the eggplant, salt, cayenne, and black pepper. Sauté for 2 to 3 minutes, or until slightly soft. Add the onions, bell peppers, and celery and sauté for 2 to 3 minutes, or until slightly wilted. Add the shrimp, thyme, oregano, and garlic. Stir and cook for about 1 minute, or until the shrimp turns pink. Add the water and parsley and cook for about 3 minutes, stirring. Remove from the heat and add the bread crumbs and cheese. Mix well.
Spoon into a casserole dish and bake for about 45 minutes, or until bubbly and golden brown.
Yield: 4 servings