In a large saucepan, heat the EVOO, four turns of the pan, over medium-high heat. Add the zucchini, celery, bell pepper, cubanelle pepper, chili pepper, onion and garlic; season with salt and pepper. Cook until the vegetables are softened, 12-15 minutes. Stir in the olives and raisins. Add the vinegar or splash of wine, then stir in the tomato sauce. Lower the heat and simmer for about 3 minutes. Stir in the parsley and basil, reserving a few leaves of each.
In a medium size saucepan, bring the stock and milk to a boil. Whisk in the polenta until it pulls away from the pan, 2-3 minutes. Stir in the butter, then the cheese; turn off the heat. Serve the polenta in shallow bowls and top with the caponata and reserved herbs.