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Miso eggplant -- my favorite!
I don't think frying is necessary, though you're right that it might take a shorter time. I'm pasting the miso eggplant recipe that I've used below. Basically if you use Italian eggplant, cut into quarters (halves for Japanese eggplant). Roast in the oven until softened, and then broil with the miso glaze. Theoretically, I think I prefer the roasting then broiling rather than frying then broiling as it frees me up to do other prep work.
http://momofukufor2.com...
...and roasting is much less messy.
I did the roasting and made up my own spread based on the original recipe I had--worked GREAT with the japanese eggplant. Thanks!