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 15 minutes until tender and slightly browned.
While eggplant roasts, place a skillet over medium heat and sauté the ground lamb with finely diced onion and minced garlic until the meat is fully browned.
Drain any excess fat from the skillet, then stir in the tomato puree, cinnamon, oregano, sea salt, and black pepper.
Lower the heat and let the meat sauce simmer for 5-8 minutes to allow the flavors to deepen.
In a small mixing bowl, whisk together the Greek yogurt, egg, and parmesan cheese until the mixture is smooth and combined.
In a small oven-safe baking dish, layer half of the roasted eggplant slices, top with the lamb mixture, and finish with the remaining eggplant.
Pour the yogurt and egg mixture evenly over the top layer of eggplant.
Bake for 20-25 minutes until the custard topping is set and has turned a beautiful golden brown color.
Allow the moussaka to rest for 5 minutes before serving to let the layers firm up.