Preheat the oven to a 180C fan.
Spread a very thin layer of curry paste equally on both sides of the aubergines and place them on a baking paper-lined grille.
Cook in the oven for 30-40 minutes, turning the slices at mid-cooking.
Place the rocket on a large plate, lay the aubergines on top, crumble the feta, season very lightly with salt and pepper (feta is salty and curry paste already brings a kick) and drizzle the olive oil all over.