Cut the aubergines lengthways into 10 thin slices and brush with olive oil on both sides. Roast for 2 minutes on each side until the slices are golden brown and soft.
Crumble the feta in a bowl and mix with the chopped chilli pepper, mint and lemon juice. Grind some black pepper over it (you don`t need salt - the feta is salty enough).
Place 1 heaped teaspoon of the feta mixture on each end of each warm aubergine slice and roll it up loosely. Arrange with the seams facing down on a platter and serve sprinkled with a little mint.