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Step 1
Heat the oven to its highest setting 240C (220C fan)/475F/gas Put the butter in a medium, ovenproof saucepan on a medium-high heat and, once it’s melted, add the onions, garlic and half a teaspoon of salt, and cook, stirring from time to time, for 25 minutes, until the onions are caramelised.
Step 2
Meanwhile, toss the aubergines in a medium oven tray with a tablespoon of olive oil and a quarter-teaspoon of salt, then roast for 15 minutes, until partly cooked. Remove from the oven, but leave it turned on.
Step 3
Stir the tomato paste into the onion pan, cook for five minutes, then stir in the blitzed tomatoes and cook for 10 minutes more. Gently push the aubergines into the sauce, so they’re submerged in it, dot the cherry tomatoes in between the aubergines, then transfer to the oven and bake for 15 minutes, until the tomato skins are blistered.
Step 4
Put all the ingredients for the anchovy yoghurt in the small bowl of a food processor, blitz until almost smooth – you want a few flecks of green and bits of anchovy – then scrape into a bowl and set to one side.
Step 5
Now make the cumin butter. Melt the butter in a small saucepan on a medium heat, and leave to cook for three to five minutes, until the solids at the bottom start to brown and smell nutty. Remove from the heat, then stir in the cumin seeds, chilli flakes and an eighth of a teaspoon of salt.
Step 6
Spoon half the anchovy yoghurt and half the cumin butter all over the aubergines, and save the rest to serve on the side. Scatter with the picked dill and serve warm or at room temperature.