In a large skillet, heat oil. Saute eggplants, onion and garlic til slightly softened, about 5 minutes. Add tomatoes, tomato paste, oregano, thyme and vinegar. Cook til bubbly and mixture thickens slightly, about 10 minutes.
Remove from heat and stir in capers, walnuts, olives and parsley. Let cool completely and gently toss with feta cheese. Add salt and pepper to taste. Stuff each pita half with eggplant salad.