Place flour and yeast in a mixer bowl and combine well. Add sugar, salt, oil, and water and mix with the beater attachment until dough is soft and smooth. If the dough is not soft enough, add an additional 1/4 cup water and continue mixing until dough absorbs all the water and is soft and elastic.

Oil the sides of the bowl and the surface of the dough. Cover with a greased plastic bag and allow to rise until doubled in size.

Meanwhile, wrap eggplants in aluminum foil and cut a deep slash in each with a knife. Roast on an open flame for about five minutes on each side. Pierce eggplant with a fork to check if it is soft enough inside.

Remove foil, halve the eggplants lengthwise, and scoop out the flesh. Immediately add a little bit of lemon juice and mix lightly to prevent eggplant from browning.

Place roasted eggplant in a fine-mesh strainer and allow liquid to drain off. Coarsely grate the cheese into a bowl. Add the eggplant flesh, olive oil, and a little salt and pepper. Taste mixture and adjust seasonings as necessary. Go easy on the seasoning — the combination of the roasted eggplant and the cheese has an incredible, rich flavor that needs very little else.

Divide dough into three equal parts. Roll out each piece of dough and use a 4-inch (10-cm) round cookie cutter to cut dough into circles. Lift up the dough remaining around the circles, so that just the cut shapes are left on the work surface. Place a heaping teaspoon filling on each round and fold dough over to form a half circle. Press down the edges with your fingers to seal. You can also seal the dough with a pinch-and-crimp technique to produce a beautiful, curly edge.

Brush with egg and sprinkle with sesame and black cumin seeds.

Preheat oven to 350 degrees Fahrenheit (180 degrees Celsius) and bake for 20–25 minutes, until empanadas are puffed and golden.