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, brush both sides lightly with olive oil, and roast for 15-20 minutes until tender and slightly browned.
While the eggplant roasts, place a skillet over medium heat and brown the ground lamb with the finely diced yellow onion and minced garlic until the meat is fully cooked.
Stir the tomato puree, ground cinnamon, dried oregano, sea salt, and black pepper into the lamb mixture, then reduce heat and simmer for 10 minutes to let flavors meld.
In a small mixing bowl, whisk together the plain Greek yogurt, egg, and parmesan cheese until the mixture is smooth and well combined.
In a small oven-safe baking dish, layer half of the roasted eggplant rounds, followed by the lamb ragu, and then the remaining eggplant slices.
Pour the yogurt and egg custard over the top, spreading it evenly to the edges.
Lower the oven temperature to 375°F (190°C) and bake the moussaka for 20-25 minutes until the topping is set and develops a beautiful golden-brown color.