Cut the eggplant in half lengthwise. Brush the exposed flesh with 2 tablespoons of the olive oil. Lay the eggplant halves cut side down on a cookie sheet and roast in a 350 degree oven for about 35 minutes, until the fleshside of the eggplant is nicely browned and the eggplant has softened and fully cooked. Remove from the oven, and cool.
When cool, use a large spoon to scoop the pulp away from the skin. Discard the skin. Heat the remaining 3 tablespoons of olive oil in a large skillet and saute the onion and red pepper until translucent. Add the garlic and continue to cook for another minute. Do not allow the garlic to brown.
Add the eggplant pulp to this mixture and cook for another 6 to 7 minutes until all the flavors have mingled and the eggplant has begun to brown in the saute pan. Add the cayenne, cumin, salt, pepper, cilantro leaves and bread crumbs and mix well. Set aside to cool.
Using 3 phyllo pastry leaves at a time, brush each leaf very lightly with melted butter and layer the sheets together. Cut the stack in half. Place 3 tablespoons of the eggplant mixture in a long thin strip in the center of each stack, so the phyllo can be rolled around it to form a cigar or firecracker shape. Roll the phyllo tightly, crimping the ends shut to seal in the filling. Repeat until all of the eggplant has been used. This will yield approximately 10 to 12 eggplant firecrackers. At this point, they can be held for up to 2 days, covered and refrigerated.
To cook the firecrackers, saute in olive oil or lay them on a nonstick baking pan, and bake in a 375 degree oven until lightly browned, about 10 to 12 minutes. Serve hot.