Preheat your oven to 400°F and line a baking sheet with parchment paper.
Arrange the sliced eggplant on the baking sheet, brush lightly with half of the olive oil, and roast for 15 minutes until softened.
While eggplant roasts, heat the remaining olive oil in a skillet over medium heat and sauté the diced onion and minced garlic until translucent.
Add the ground lamb to the skillet and cook until browned, ensuring you break it into small crumbles and drain any excess rendered fat.
Stir in the tomato puree, cinnamon, oregano, sea salt, and black pepper, then let the mixture simmer on low for 5 minutes.
In a separate small bowl, whisk together the Greek yogurt, egg whites, and nutmeg until the mixture is completely smooth and aerated.
In a small individual-sized oven-safe baking dish, layer half of the roasted eggplant slices followed by the lamb mixture, then top with the remaining eggplant.
Pour the yogurt and egg white mixture over the top layer of eggplant and sprinkle with the crumbled feta cheese.
Place the dish in the oven and bake for 20 to 25 minutes until the topping has set and turned a beautiful golden brown.