Step 1

In a heavy frying pan over medium heat, heat the oil for 30 to 60 seconds, until shimmering but not smoking. Remove from the heat. If you’re using dried, not canned, chiles, add them now, along with the fennel, coriander, and cumin seeds. Toast, stirring, for about 30 seconds, until fragrant.

Step 2

Add the peppers, garlic, vinegar, orange zest and juice, lemon zest and juice, salt, and the canned chiles if you’re using those and stir to combine. Let steep for 10 minutes.

Step 3

Transfer the chile mixture to a food processor (or you can use an immersion blender). Purée, adding a splash of water if needed to loosen, until a thick paste forms. If needed, return the harissa to the pan and heat over medium-high heat, stirring occasionally, to reduce to the desired consistency.

Step 4

Heat the oven to 400°F. Cut the eggplant into ½-inch-thick rounds. Coat with oil and season with a couple pinches of salt.

Step 5

Arrange the eggplant on a foil- or parchment-lined rimmed baking sheet. Roast for about 25 minutes, until golden brown and cooked through.

Step 6

Remove the eggplant from the oven. Pour the tahini over, then let set for 2 to 3 minutes.

Step 7

Toast the rolls and schmear the cut sides with the harissa. Divide the eggplant among the rolls, top with the arugula, and cover the sandwiches. Eat while warm or wrap in foil and enjoy on the go.