Brush the eggplant slices with 3 tablespoons of oil and season with salt and pepper.
In a small bowl, combine remaining 2 tablespoons of oil with yogurt, lemon juice, garlic, cumin and parsley; season to taste with salt and pepper. Refrigerate until ready to use.
Grill the eggplant slices until softened and browned on each side, 3 to 4 minutes per side. Transfer to a plate.
Divide the lettuce on four plates. Lay the eggplant on top and drizzle with the dressing. Top with a sprinkle of feta and pine nuts.