Preheat oven to 400°F.
Slice eggplant into 1/2-inch rounds, brush with olive oil, and roast on a baking sheet for 15 minutes until tender.
In a large skillet over medium heat, brown the ground lamb with diced yellow onion and minced garlic until no longer pink.
Stir in tomato puree, sea salt, black pepper, dried oregano, and ground cinnamon; simmer for 5 minutes.
In a small bowl, whisk together the Greek yogurt and egg until completely smooth.
In an 8x8 inch baking dish, layer half the eggplant, all the lamb mixture, the remaining eggplant, then spread the yogurt mixture on top.
Bake for 20 minutes until the topping is set and lightly golden.