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 sprinkle with a pinch of sea salt.
Roast the eggplant for 15 to 20 minutes until tender and slightly browned, then remove from the oven and lower the temperature to 375 °F.
In a large skillet over medium heat, brown the ground lamb with the diced onion and minced garlic until the meat is fully cooked.
Stir in the tomato puree, ground cinnamon, dried oregano, sea salt, and black pepper, allowing the mixture to simmer for 10 minutes until thickened.
In a small mixing bowl, whisk together the Greek yogurt, egg, and parmesan cheese until the custard is smooth and well combined.
In a small oven-safe baking dish, layer half of the roasted eggplant slices, followed by the lamb ragu, and then the remaining eggplant slices.
Pour the yogurt custard evenly over the top layer of eggplant, spreading it to the edges of the dish.
Bake the moussaka for 20 to 25 minutes until the topping is set and develops a beautiful golden-brown color.