Heat the oven to 220°C fan.
In a large bowl, toss the aubergines together with the oil, ¾ teaspoon of salt and a good grind of black pepper. Spread out on two parchment-lined baking trays and bake for 25 minutes, flipping halfway, until softened and lightly browned. Set aside to cool.
For the coconut dal, put 2 tablespoons of the oil into a large sauté pan on a medium-high heat. Once hot, add the shallots and fry for 8 minutes, until golden. Add the ginger, half the chilli and half the curry leaves (if using), cook for 2 minutes, then add the spices, tomato paste and lentils. Stir for a minute, then add the coconut milk, 600ml of water and ¾ teaspoon of salt. Bring to the boil, then reduce the heat to medium and leave to simmer for 20 minutes, stirring once in a while, until the lentils are soft and the sauce is thick. Pour into a medium baking dish, around 28cm x 18cm, if making the aubergine rolls, and set aside.
In a small bowl, toss together the paneer, lime zest, mango pickle, 1 tablespoon of lime juice, the coriander and ⅛ teaspoon of salt.
Place one spinach leaf on top of each slice of aubergine. Put a heaped teaspoon of the paneer mixture in the middle, then roll up the aubergine, from the thinner end at the top down to the thicker bottom end, so the filling is encased. Put the aubergine roll seam side down in the lentil sauce, and repeat with the remaining aubergine slices, spinach and paneer. You should end up with about 18 rolls, all sitting snugly in the sauce. Press the rolls gently into the sauce, but not so far that they are submerged, and bake for 15–20 minutes, until the aubergine is golden-brown on top and the sauce is bubbling. Remove from the oven and leave to rest for 5 minutes.
Heat the remaining tablespoon of oil in a small pan on a medium-high heat. Add the remaining chilli and curry leaves and fry for a minute, until the curry leaves are crisp and fragrant. Spoon over the aubergine rolls, drizzle over the lime juice and serve with the coriander sprinkled on top.