Prick the aubergines with a toothpick a few times and place them on a gas burner or BBQ.
Cook them until the aubergines are softened and the skin is charred turning frequently.
Alternatively, bake them in a 200° C (390° F) preheated oven for about 25 minutes or until the flesh is soft, but they won't have the smokey taste we are after.
Place the aubergines in a bowl and let them cool down.
Peel the aubergines and discard the seeds if there are any. Finely chop and place in a sieve to get rid of its bitter water. Set aside until needed.
In a saucepan over medium heat, melt the butter, add the flour and cook for 2 minutes, stirring continuously.
Whisk in a little of the warm milk at a time, stirring continuously until you have a smooth and velvety sauce. Cook for a few minutes until thickened, stirring continuously.
Mix in the aubergine, and the grated cheese and season with salt and nutmeg. Keep warm.
When the lamb is tender and the sauce is rich and thick, remove it from the heat.
Spoon the aubergine purée on a plate and top it up with some of the lamb stew.
Garnish with some chopped parsley.