Preheat your oven to 400°F (200°C). Brush both sides of the eggplant slices with olive oil, place them in a single layer on a baking sheet, and roast for 20 minutes until tender and lightly browned. Set aside and reduce the oven temperature to 375°F (190°C).

Heat a large skillet over medium-high heat. Add the ground lamb and cook until browned, about 5 to 7 minutes, breaking it apart with a wooden spoon as it cooks. Drain any excess fat from the pan.

Stir the chopped onion and minced garlic into the lamb, cooking for 3 to 4 minutes until the onions are softened and fragrant. Pour in the crushed tomatoes, then add the ground cinnamon, dried oregano, salt, and black pepper.

Bring the meat mixture to a gentle simmer. Reduce the heat to low and cook for 15 minutes, stirring occasionally, until the sauce is thick and most of the liquid has evaporated. Remove from heat.

While the meat sauce simmers, prepare the béchamel by melting the butter in a medium saucepan over medium heat. Whisk in the flour and cook for 1 minute until lightly golden and bubbly.

Gradually whisk the whole milk into the butter and flour mixture, stirring constantly to prevent lumps. Cook for 5 to 7 minutes until the sauce thickens enough to coat the back of a spoon, then remove from heat. Vigorously whisk in the Parmesan cheese, nutmeg, and egg yolks until completely smooth.

Lightly grease a 9x13 inch baking dish. Arrange half of the roasted eggplant slices in an even layer on the bottom. Spread the warm lamb meat sauce evenly over the eggplant, then top with the remaining eggplant slices.

Pour the creamy béchamel sauce evenly over the top layer of eggplant, spreading it all the way to the edges of the dish. Bake at 375°F (190°C) for 40 to 45 minutes until the top is puffed and deep golden brown.

Remove the moussaka from the oven and let it rest for at least 15 to 20 minutes before slicing. This resting period is crucial as it allows the layers to set so the casserole holds its shape when served.