Baked slices of eggplant filled with a tangy halloumi cheese mixture are a great appetizer or side dish, even for people who normally don't enjoy eggplant. If you can't find Halloumi cheese, feta may be used instead.
Preheat oven to 350 degrees F (175 degrees C). Line a baking sheet with aluminum foil.
Season the eggplant slices with salt and pepper on both sides. Arrange onto the prepared baking sheet so the slices do not overlap. Bake in the preheated oven until the eggplant has softened and become slightly dry, about 10 minutes.
While the eggplant is baking, combine the halloumi, lemon juice, lemon zest, mint, and cayenne pepper in a bowl until evenly blended; set aside until the eggplant has cooked. Place a dollop of the cheese mixture onto the narrow end of each eggplant slice. Roll the slices up into cylinders and serve.