Preheat oven to 425 degrees F. Line a large baking sheet with nonstick foil or parchment paper; set aside. Trim ends off of eggplant. Cut each eggplant lengthwise into 6 to 8 slices, each about 1/4 to 1/2 inch thick. If using 1 medium eggplant, cut each slice in half lengthwise. (You should have 12 to 16 slices total.) Arrange eggplant slices on prepared baking sheet. Lightly brush both sides of eggplant with oil. Lightly sprinkle tops of slices with cracked black pepper.
Roast eggplant slices about 20 minutes or until tender and starting to brown. Cool eggplant slices on pan on a wire rack until easy to handle. Spread a thin layer of olive paste atop each eggplant slice. Sprinkle cheese atop paste. Roll up eggplant slices, starting from a short end. Secure with wooden toothpicks or skewers. Makes 12 to 16 appetizers.