Adjust two racks to the top and bottom position of the oven and preheat to 400 degrees F. Line a baking sheet with foil.
Pierce the eggplants all over with a fork, and place on the foil-lined baking sheet. Drizzle with olive oil. Roast on the top rack until completely soft when pierced with a paring knife, 1 hour to 1 hour 15 minutes.
Meanwhile, toss the grape tomatoes with 1 tablespoon olive oil, 1/4 teaspoon salt and a few grinds pepper. Spread on a small baking sheet and roast in the same oven until the tomatoes are soft and wrinkled, about 20 minutes. Transfer to a large bowl.
Mix together the panko, walnuts, flour and 1/2 teaspoon salt in a small bowl. Drizzle in 3 tablespoons olive oil and mix until the mixture starts to clump. Reserve.
When the eggplants are cool enough to handle, halve them and scoop the soft flesh into the bowl with the tomatoes (if the eggplants are too slippery to handle, hold them with a clean towel while scooping). Discard the skins and stems. Using a fork or spoon, mash the eggplant into smaller bite-sized pieces. (It's okay if the tomatoes get mashed in the process.) Add the garlic, 1 tablespoon each of dill and parsley, the remaining 2 tablespoons olive oil, 1 1/2 teaspoons salt, and a few grinds of pepper. Check for seasoning and add more salt, if necessary.
Drizzle a little olive oil in the bottom of a wide 2-quart baking dish. Spread the eggplant mixture in the dish. Sprinkle feta in an even layer, then top with the reserved panko-walnut mixture. Bake until the top is golden brown and the eggplant is hot, 30 to 35 minutes.
Right before serving, sprinkle with the remaining 2 tablespoons each dill and parsley and the lemon zest.
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