1. Preheat oven to 475°F. Place a wire rack on a baking sheet and spray with cooking spray.
2. Partially peel the eggplant lengthwise with a vegetable peeler, leaving long purple stripes. Slice the eggplant into quarter-inch discs, yielding about 12 to 15 slices. If the eggplants are too large, cut the slices into half-moons.
3. In a small shallow bowl, whisk the water and egg. In another shallow bowl, combine the Panko, Parmesan, and thyme. Dip the eggplant and zucchini slices in egg mixture, dredge in Panko, and arrange on prepared rack. Coat with cooking spray and sprinkle with salt.
4. Bake in preheated oven at 475°F for 10 minutes. Remove from oven, turn eggplant and zucchini, and top each one with marinara sauce and mozzarella. Return to oven and bake for an additional 10 minutes, or until cheese is melted and lightly browned.