Prepare grill to medium heat.
Cut eggplant crosswise into 8 (1/2-inch-thick) slices. Lightly coat both sides of eggplant slices with cooking spray; sprinkle with 1/8 teaspoon salt and 1/8 teaspoon pepper. Place on a grill rack coated with cooking spray; grill 7 minutes on each side or until browned. Set eggplant slices aside.
Heat a large nonstick skillet over medium-high heat. Coat pan with cooking spray. Add fennel and onion; sauté 8 minutes or until vegetables are tender and lightly browned.
Combine remaining 1/8 teaspoon salt, 1/8 teaspoon pepper, arugula, vinegar, and oil in a medium bowl; toss gently to coat. Divide arugula mixture evenly among 8 appetizer plates; top each serving with 1 eggplant slice. Arrange about 1/3 cup fennel mixture on each eggplant slice; top with 2 tablespoons tomatoes and 1 tablespoon cheese. Sprinkle the chopped basil and thyme evenly over cheese.