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, lightly brush both sides with olive oil, and roast for 15-20 minutes until tender.
While eggplant roasts, heat a non-stick skillet over medium heat and sauté the diced onion, minced garlic, and ground lamb until the meat is browned.
Stir in the tomato puree, ground cinnamon, sea salt, and black pepper, then let the sauce simmer for 10 minutes to thicken.
In a small bowl, whisk together the Greek yogurt and the egg until completely smooth to create the protein-rich béchamel topping.
In a small oven-safe baking dish, layer half of the roasted eggplant, followed by the lamb mixture, and then the remaining eggplant.
Spread the yogurt and egg mixture evenly over the top layer and bake for 20-25 minutes until the topping is set and lightly browned.
Remove from the oven, garnish with freshly chopped parsley, and let it rest for 5 minutes before serving.