Preheat your oven to 400°F and line a baking sheet with parchment paper.
Slice the eggplant into 1/2-inch thick rounds, brush both sides lightly with olive oil, and roast for 15-20 minutes until tender.
While eggplant roasts, place a skillet over medium heat and brown the ground lamb with the diced onion and minced garlic until the meat is cooked through.
Stir in the tomato puree, dried oregano, ground cinnamon, sea salt, and black pepper, then simmer for 10 minutes until the sauce has thickened slightly.
In a small mixing bowl, whisk together the Greek yogurt, egg, parmesan cheese, and ground nutmeg until smooth to create the healthy béchamel topping.
In a small oven-safe baking dish, layer half of the roasted eggplant rounds, followed by the lamb mixture, and then the remaining eggplant.
Spread the yogurt béchamel mixture evenly over the top layer of eggplant.
Bake for 20-25 minutes until the topping is set and has developed a beautiful golden-brown color.