Heat the oil in a large pan or casserole (that has a lid) over medium-high heat and brown the lamb pieces all over. Transfer to a bowl. Add onion to pan/casserole, lower heat and cook gently for 5-10min until softened. Add the aubergine and peppers and cook for a further 5min until starting to brown.
Stir in the garlic, fry for 1min, then return lamb to the pan with the tinned tomatoes, tomato purée, stock, olives, oregano, cinnamon stick, bay leaves and some seasoning. Bring to the boil, then turn down the heat, cover and simmer for 45min.
Uncover, stir in courgettes, then re-cover and simmer for a further 30min. Remove the lid and simmer for 15min more, until lamb is tender and sauce has thickened.
During the final 15min of cooking, bring the bulgur wheat and 400ml (14fl oz) water to the boil in a medium pan and cook over low heat for 10-12min, until water has been absorbed and the bulgur wheat is tender.
Check seasoning of stew, scatter over feta and dill and serve with bulgur wheat.
