Preheat oven to 400°F and line a baking sheet with parchment paper.
Slice eggplant into half-inch rounds, brush with olive oil, and roast for 15 minutes until tender.
In a large skillet over medium heat, brown the ground lamb with diced onion and minced garlic until fully cooked.
Stir in the tomato puree, dried oregano, ground cinnamon, sea salt, and black pepper, then simmer for 5 minutes.
In a small mixing bowl, whisk together the Greek yogurt and egg until the mixture is smooth and creamy.
In a small oven-safe baking dish, layer half of the roasted eggplant, followed by the lamb mixture, and then the remaining eggplant.
Pour the yogurt and egg mixture over the top, spreading it evenly to the edges.
Bake for 20 minutes until the topping is set and develops a beautiful golden-brown color.