Directions

1. Preheat a gas grill to medium-high (400°F to 450°F). Grease grates with vegetable oil.
2. Process chives, parsley, rosemary, thyme, garlic, salt, and 1/2 cup of the olive oil in a blender until mostly smooth and well combined, about 1 minute. Set herb oil aside.
3. Brush eggplant and zucchini with 2 tablespoons olive oil. Place eggplant and zucchini on oiled grates; grill, uncovered and turning occasionally, until tender and grill marks form, 2 to 3 minutes per side. Transfer to a large bowl; cover and keep warm. Turn off 1 side of grill. Brush onion and bell pepper with remaining 1 tablespoon olive oil. Place onion and pepper on grates over lit side of grill; cook, covered and turning occasionally, until grill marks form, 1 to 2 minutes per side. Transfer onion and pepper to grates over unlit side; grill, covered and turning occasionally, until just tender, 4 to 8 minutes; Transfer to bowl with eggplant mixture; cover and let stand 10 minutes.
4. Remove and discard roots from onion wedges. Thinly slice onion and pepper; return to bowl with eggplant mixture. Stir in herb oil until well combined; cover and keep warm.
5. Preheat oven to 450°F. Line a baking sheet using parchment paper. Place water, oil, salt, and sugar (if using) in bowl of a stand mixer fitted with a paddle attachment. With mixer on low speed, gradually add cornmeal, beating until combined. Increase mixer speed to medium, and beat for 10 minutes, stopping to scrape down sides of bowl, if needed. (Dough must be worked for a full 10 minutes to prevent Arepas from cracking when cooked.) Cover dough using a damp kitchen towel, and let stand at room temperature 10 minutes.
6. Grease hands with vegetable oil; divide dough into 6 equal portions. Roll each portion into a ball. Flatten balls into 4-inch discs (about 1/2-inch thick). Transfer dough discs to prepared baking sheet, and cover using a damp kitchen towel.
7. Heat a griddle pan or large cast-iron skillet over medium; add enough oil to evenly coat surface of pan. Working in 2 batches, cook Arepas until lightly golden, 3 to 5 minutes per side, adding additional oil to pan and adjusting heat, as needed, to prevent overbrowning. Return griddled Arepas to prepared baking sheet.
8. Once all Arepas are griddled, place directly on center rack of preheated oven; bake until lightly golden, crisp on the outside, and hollow-sounding when tapped, 20 to 25 minutes, flipping Arepas once halfway through baking time.
9. Remove Arepas from oven; let stand on a cutting board until cool enough to handle, about 5 minutes. Cut each Arepa crosswise three-fourths of the way through using a serrated knife. Scoop out some of the soft insides using a small spoon to make room for the Filling.
10. Butter inside of each Arepa. Evenly divide goat cheese among Arepas. Top evenly with eggplant mixture and watercress or sprouts. Serve immediately.