Brush the aubergine and red onions with canola oil and arrange on the grill. Cook the aubergine until soft and grill the onions until they have a slight char. Remove from the grill to a cutting board and let cool slightly. Once cool, roughly chop and add them to a serving bowl along with the avocado.
In a small bowl, whisk together the red wine vinegar, the Dijon, and oregano. Add honey and olive oil, to taste, and blend until emulsified. Season with salt and pepper, to taste.
Add the dressing to the aubergine mixture and toss. Garnish with lemon zest and parsley sprigs and serve.