How to cook the eggplant in trader joe's eggplant roll style?
We have used this recipe as a template for eggplant wrap type dishes.
In this recipe example they use a grill but you can also use a rack inside the oven either baking or broiling:

PREAHT a stovetop grill pan or outdoor grill over high heat.
CUT the eggplants lengthwise into 1/4-inch thick slices (about 6 slices each eggplant).
BRUSH the eggplant slices evenly with olive oil on both sides.
GRILL the eggplant slices in batches for 3 minutes each side.
ALLOW to cool slightly

http://mediterrasian.com/delicious_recipes_eggplant_rolls.htm