Heat the oven to 220°C fan.
In a large bowl, toss the aubergines together with the oil, salt and pepper. Spread out on baking trays and bake until softened and lightly browned. Set aside to cool.
For the coconut dal, fry shallots, ginger, chilli, curry leaves, spices, tomato paste, and lentils. Add coconut milk, water, and salt. Simmer until lentils are soft and sauce is thick. Pour into baking dish and set aside.
Toss together paneer, lime zest, mango pickle, lime juice, coriander, and salt.
Place spinach leaf on each aubergine slice. Put paneer mixture in the middle and roll up the aubergine. Place in lentil sauce. Bake until golden-brown on top and sauce is bubbling. Rest for 5 minutes.
Heat oil in a pan. Fry chilli and curry leaves. Spoon over the aubergine rolls, drizzle lime juice, and serve with coriander on top.
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