1 Put the bread cubes and milk in a bowl to soak while you prepare the vegetables. If the bread is very hard and stale, it will soak up a lot of milk and take as long as 15 minutes to soften. If it is still somewhat fresh, it will soak up just a little milk in just a few minutes and leaving it longer will make it soggy.
2 Cut the peppers in half lengthwise and discard the seeds and the ribs. Set aside. Cut the eggplants in half lengthwise. Scoop out the pulp, forming shells ½ inch thick. Put the scooped-out meat in a mixing bowl. Cut the round zucchini in half crosswise—or, if using a long zucchini, in half lengthwise—and scoop out the pulp forming shells about 1/3 inch thick. Add the pulp the bowl holding the eggplant pulp. Set the eggplant and zucchini shells aside.
3 Cut the tomatoes in half crosswise and scoop out a heaping tablespoon of meat from the center of each half. Put 2 scoops of the tomato in a small bowl to use later. Discard the rest or reserve for another use. Put the tomatoes with the other vegetable shells.
4 Preheat an oven to 350° F. Finely chop the eggplant and zucchini pulp and return it to the bowl. Squeeze the milk from the bread, and then add the bread to the bowl along with the sausage meat, garlic, onion, eggs, parsley, thyme, black pepper, salt and the reserved tomato pulp. Mix well, then fry a small bit of the mixture and taste for seasoning. If it tastes too bland, add more salt and pepper.
5 Rub the vegetable shells gently with the olive oil, then fill each with some of the sausage mixture. The stuffing should mound slightly in the shells, as it will shrink as it cooks. Place the stuffed vegetables on a large, ungreased baking sheet or a baking dish and bake in the preheated oven until the meat is browned and cooked through and the vegetable shells are tender but not collapsing, about 35 to 45 minutes. The tomatoes may be done earlier than the other vegetables.