Choose medium-sized eggplants, remove their stems and carve out the insides. Add salt, flip them with the carved side down and leave them to drain out their bitter juice. In the oil, successively sauté the onion, peppers, the insides of the eggplants, garlic, all finely chopped, until mostly oil remains.
Add the crumbled feta cheese and finely chopped parsley to them. Fill the drained out eggplants with the resulting mixture. Arrange them in a baking dish and top with slices of tomato.
Add some hot water into the dish and bake in a moderate oven. When the eggplants become tender, pour on a mixture of milk and egg.
Bake again. Serve with a slice of lemon.