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 with olive oil, and roast for 15-20 minutes until softened and lightly browned.
While the eggplant roasts, heat a skillet over medium heat and brown the ground lamb with the diced onion and minced garlic until the meat is fully cooked.
Stir in the tomato puree, dried oregano, cinnamon, sea salt, and black pepper; simmer the meat sauce for 10 minutes on low heat to meld the flavors.
In a small mixing bowl, whisk together the Greek yogurt, egg, and ground nutmeg until smooth to create the clean béchamel topping.
In a small oven-safe baking dish, layer half of the roasted eggplant slices, top with the lamb ragu, and then add the remaining eggplant slices.
Spread the yogurt béchamel evenly over the top layer and sprinkle with the parmesan cheese.
Bake for 20-25 minutes until the béchamel is set and the top is a beautiful golden brown.