Preheat oven to 400 degrees.
For the dough: Sift together flour, sugar, and salt into a large mixing bowl. Cut in the chilled butter or margarine until the mixture resembles coarse cornmeal. In a small bowl, beat together the egg and wine just to blend, then add all at once to the flour mixture, tossing together until the dough forms a ball.
Transfer the dough to a lightly floured work surface and knead gently a few times until smooth. Wrap the dough in plastic wrap and chill while you make the filling.
For the filling: Cut the eggplant in half. Brush the cut side with the vegetable oil and place cut side down on a baking sheet. Bake until very soft, about 25 to 30 minutes. Let cool until easy to handle.
Scrape out 2 cups of the eggplant flesh, and discard the seeds and skin. Place the eggplant flesh and the remaining ingredients in a food processor fitted with the steel blade and process continuously until the mixture forms a very smooth paste.
For the pastries: Reduce the oven temperature to 350 degrees. Divide the dough into quarters. Work with one piece of dough at a time, keeping the remainder covered. On a lightly floured work surface, roll out each piece very thin (no thicker than 1/8 inch). With a 3-inch cookie cutter, cut out circles of dough. Place a teaspoonful of filling in the center of each, moisten the edges with a little water, and fold over. Pinch the edges together to seal and trim the edges with a fluted pastry wheel. Reroll the scraps of dough to make more circles.
Place the pastries 2 inches apart on ungreased baking sheets and bake for 15 to 20 minutes, or until light golden brown. Cool on a rack.
Recipe courtesy of SWEET SICILY (ReganBooks, 2001) by Victoria Granof