Clean the aubergines and cut into slices, halve or quarter them. Wash and core the peppers. Cut the pepper and pickles into cubes, as well as the feta.
Heat the olive oil in a saucepan and briefly fry the aubergines in it. Add the peppers and cook with them. Deglaze with water or red wine. Stew for about 5 minutes. Add tomato sauce, pepper, salt, tomato paprika and paprika powder and sauté for another 5 minutes, stirring occasionally. Then add the feta, the pickles and the yoghurt and let it get hot. Add the thyme just before serving.