Preheat the oven to 200°C/400°F/gas mark 6. Slice the aubergines in half lengthwise and score the flesh in a crisscross pattern, making sure that you don't cut all the way through. Arrange them cut side up in a large roasting tray and brush with 1 Tbsp of the olive oil. Sprinkle with a little salt and roast for 30-40 minutes, until the flesh is soft.
Meanwhile, heat the remaining Tbsp olive oil in a medium saucepan over a low heat and add the red onion. Cook gently for about 10 minutes until softened then add the garlic, cumin, coriander and paprika and cook for another minute.
Add the chopped tomatoes, harissa and some salt and pepper to the pan and simmer for about 10 minutes until reduced. Add the chickpeas, lentils and thyme and allow to simmer for a couple of minutes.
Once the aubergines are cooked, remove them from the oven and carefully scoop out some of the flesh from each one, making sure that the skin stays intact. Roughly chop the flesh and add to the filling mixture. Check the seasoning then fill each aubergine half with the chickpea mixture. Scatter over the feta cheese then return to the oven for 10 minutes until the cheese is lightly browned.
Meanwhile, make the lemon tahini yogurt sauce by mixing together all the ingredients in a bowl with a generous pinch of salt. Serve the aubergines with the sauce and a crisp salad.