Preheat oven to 400°F. Place veggies on a roasting pan and brush with the olive oil; season with salt and pepper. Roast in the oven for five to eight minutes, or just until slightly tender. Spread one side of a slice of bread with pesto and stack half the warm vegetables atop. Spread goat cheese on one side of the other slice and close sandwich. Repeat with second sandwich. Place a medium, nonstick skillet over medium-low heat and spread butter on one side of each sandwich. Place buttered side down and place a cast-iron skillet or other heavy pan over sandwiches, pressing down until well-toasted, about three minutes. Lift pan and quickly spread top of sandwich with butter. Flip sandwiches and cook in same fashion for another two to three minutes. Halve sandwiches and serve immediately.