1. Preheat a stovetop grill pan or outdoor grill over high heat.
2. Brush eggplant slices evenly with olive oil on both sides.
3. Grill eggplant slices in batches for 3 minutes each side. Cool slightly, and mix the cheese, pesto, and lemon juice together in a small bowl.
4. Spread a heaped tablespoon of the mixture evenly over each eggplant slice, and roll up the eggplant slices, place on a plate seam-side down, brush with a little olive oil if desired, and serve immediately.
Variations: Add chopped sun-dried tomatoes, olives, capers, or roasted red pepper to the pesto mixture for even more flavor and texture. For smaller bite-size roll-ups substitute grilled zucchini slices for eggplant, use less pesto mixture in each, and secure rolls with a toothpick.