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 20 minutes until tender and slightly browned.
While eggplant roasts, brown the ground lamb in a skillet over medium heat with the diced onion and minced garlic until the meat is fully cooked.
Stir in the tomato puree, cinnamon, oregano, sea salt, and black pepper; simmer for 10 minutes until the sauce has thickened slightly.
In a small mixing bowl, whisk together the Greek yogurt and the egg until the mixture is smooth and well combined.
In a small oven-safe baking dish, layer half of the roasted eggplant slices, spread the lamb mixture over them, and top with the remaining eggplant.
Pour the yogurt and egg mixture over the top layer of eggplant, spreading it evenly to the edges.
Lower the oven temperature to 375°F and bake the moussaka for 20-25 minutes until the custard topping is set and golden brown.