Preheat oven to 400°. Wash eggplants, and using a paring knife, prick the skin all over each vegetable. Place on baking sheet and let roast for up to one hour. The eggplants will look like giant shriveled raisins when ready. Remove from oven and let cool.
When vegetables are cool enough to handle, peel off the skin, remove the seeds and chop up the remaining pulp and place in a saucepan.
Add lemon juice to eggplant mixture and simmer until very soft, stirring often, about 10 minutes. Remove from pan.
In saucepan, melt butter, add flour to it and stir to make a roux. Add eggplant and stir to combine. Slowly add hot milk until mixture resembles mashed potatoes. Season with freshly grated nutmeg, salt and pepper.
Correct seasoning, adding more lemon juice and nutmeg, if desired, then stir in Parmesan cheese. (Kasseri and Kefolateri are Evelyn's Greek cheese recommendations.) Serve warm with additional Parmesan.