Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
Slice the eggplant into 1/2-inch thick rounds, brush lightly with olive oil, and roast for 15-20 minutes until tender.
While the eggplant roasts, heat a skillet over medium heat and sauté the diced yellow onion and minced garlic until translucent.
Add the ground lamb to the skillet, breaking it up with a spoon, and cook until browned; drain any excess fat from the pan.
Stir in the tomato puree, ground cinnamon, dried oregano, sea salt, and black pepper, then simmer for 5 minutes to meld the flavors.
In a small bowl, whisk together the non-fat Greek yogurt and the large egg until smooth to create the protein-rich topping.
In a small individual baking dish, layer half of the roasted eggplant rounds, followed by the spiced lamb mixture, and then the remaining eggplant.
Pour the yogurt and egg mixture evenly over the top layer and sprinkle with the crumbled feta cheese.
Bake for 20-25 minutes until the topping is set and develops a beautiful golden-brown color.