Preheat your oven to 400°F and line a small baking dish with parchment paper.
Slice the eggplant into rounds, brush with olive oil, and roast on a separate tray for 15 minutes until softened.
While eggplant roasts, brown the ground lamb in a skillet over medium heat with minced garlic, cinnamon, oregano, salt, and pepper.
Stir the tomato puree into the lamb mixture and simmer for 5 minutes until the sauce thickens slightly.
In a small bowl, whisk together the Greek yogurt and the egg until completely smooth and combined.
Layer the roasted eggplant and the spiced lamb mixture into the prepared baking dish.
Pour the yogurt-egg mixture over the top, spreading it evenly, and sprinkle with crumbled feta cheese.
Bake for 20-25 minutes until the creamy topping is set and lightly browned on top.