Preheat your oven to 400°F and line a baking sheet with parchment paper.
Slice the eggplant into 0.5-inch thick rounds, lightly brush both sides with olive oil, and season with a pinch of salt and pepper.
Arrange eggplant slices on the baking sheet and roast for 20 minutes until tender and slightly golden.
While eggplant roasts, heat a non-stick skillet over medium heat and add the ground lamb and diced onion.
Sauté until the lamb is browned and the onion is translucent, draining any excess fat if necessary.
Stir in the tomato puree, cinnamon, oregano, sea salt, and black pepper, then simmer for 5 minutes to meld the flavors.
In a small bowl, whisk together the Greek yogurt, egg, and grated parmesan until smooth and creamy.
In a small oven-safe baking dish, layer half of the roasted eggplant slices, followed by the lamb mixture, and then the remaining eggplant.
Spread the yogurt custard mixture evenly over the top of the eggplant.
Bake for 15-20 minutes until the topping is set and lightly browned on top.
Allow the moussaka to rest for 5 minutes before serving to ensure the layers stay intact.