There are many recipes of baked eggplants. I like to add capers, tomatoes, and anchovies.
Cut the shallots and sautee them
(ie fry at low temperature until golden) in a pan
with some of the olive oil. If you use an oven proof
pan, you can put the thing itself in the oven.
If not using the same pan, pour some of the olive oil on the bottom of a casserole or of a pan and grease the sides as well. Peel the eggplants and cut them in medium sized pieces (you're going to cook them until almost mashed). Put them in the pan, together with the capers, the sauteed shallots, spices, anchovies, and whatever else you like, then cover with the tomatoes (as for pizza, tomatoes go on top).
Bake in a 350 oven for 1 hr 30 (or until very soft). You can serve warm right away, or you can keep the eggplants in the refrigerator (covered) for a few days, and reheat in a macrowave oven.
Eggplants absorb liquids very well, so you can add as much oil and as many tomatoes as you like. Similarly, you can add other flavorings or substitute capers and anchovies, though I think capers and anchovies go very well with eggplants (as they do for pizza). Remember that, when you add oil, this becomes a tasty, caloric bomb - something people may not notice.