Preheat oven to 375°F (190°C).

Mix all filling ingredients in a bowl.

Roll out phyllo sheets out on a work surface. Cut each sheet in half lengthwise and then widthwise, so that you have four rectangles.

Brush the phyllo rectangles with oil and place one tablespoon of filling close to the edge of each one. Fold in on the edges of the rectangle in order to seal in the filling, and then roll up into a cigar shape.

Brush the outside of the cigar with oil and bake for 10 minutes. (You can also semi-deep fry in oil until golden).

Roast the eggplant on a grill or open fire on all sides.

Cool and peel.

Place in food processor with garlic, lemon juice, salt, and olive oil, and process into a smooth cream. Taste and adjust seasoning.

Place cigars in a serving dish. Place a mound of eggplant cream on a plate and pipe yogurt on top.