1) For yogurt sauce, mix together yogurt, cucumber, mint, and garlic. You could make this up to 24 hours in advance.
2) Slice eggplants into 1/2 inch slices and lay on a baking sheet. Drizzle well with olive oil and dust each piece with spice mixture (coriander, paprika, cumin (toasted)) and a pinch of salt and pepper.
3) Grill eggplants for about 4 minutes per side or bake them at 450 degrees for about 7 minutes per side. If the eggplants ever look really dry, drizzle on more olive oil.
4) Layer feta cheese and yogurt sauce in between slices of eggplant. Stake them two or three high.