Coat a baking sheet with the olive oil. Arrange eggplant slices around baking sheet and season with salt and pepper. Bake for 15 minutes or until lightly golden and tender.
In a large skillet melt 2 tablespoons butter over moderate heat and saute mushrooms, onion and garlic until liquid evaporates. Add tomato paste, parsley, oregano, basil, salt, pepper, cinnamon and red wine and cook until dry. Stir in bread crumbs, 1/4 cup grated Parmesan and eggs. Remove from heat and set aside.
In a saucepan over moderately high heat melt 1/4 cup butter and whisk in flour. Allow mixture to cook for 1 To 2 minutes. Whisk in warm milk and continue to whisk until smooth and thick. Remove from heat and whisk in nutmeg and egg yolks. In a large buttered casserole dish arrange eggplant slices. Spread half of the mushroom mixture over the eggplants and top with remaining eggplant slices. Cover eggplant with remaining mushroom mixture and top with white sauce. Sprinkle remaining grated cheese over white sauce, cover with aluminum foil and bake for 35 minutes. Uncover casserole and bake for another 15 minutes.