Heat the oven to 450 degrees. While the oven heats, cut the stems off the eggplant, cut the eggplant into 1-inch chunks and transfer to a sheet pan. Add the chickpeas, drizzle with ½ cup olive oil and toss to combine and coat well. Add the fennel seeds, ¼ teaspoon salt and ½ teaspoon pepper; toss again.
Roast, tossing occasionally, until the eggplant is golden and tender and the chickpeas are slightly crisp, 30 to 35 minutes.
Meanwhile, roughly chop romaine and divide among serving bowls or plates. Roughly chop the olives and place in a small bowl. Finely chop the shallot and add to the bowl with the olives along with the lemon juice and remaining 3 tablespoons olive oil. Season with salt and pepper to taste and stir to combine.
When ready to serve, top the romaine with the roasted eggplant and chickpeas. Sprinkle with the feta and drizzle with the yogurt, if using, then top with the herbs. Spoon the olive dressing over the vegetables.
