Slice eggplant and arrange on kitchen towels, salt on each side and top with another towel. Press and drain for 30 minutes to 1 hour.
Preheat oven to 450˚F with oven racks just above and below center.
Line 2 large baking sheets with parchment paper. Arrange eggplant and spray both sides with olive oil spray, then season with fennel, red pepper and oregano. Roast 20 minutes or until golden and tender, swapping trays midway.
Meanwhile, heat EVOO in deep skillet or saucepot, about 3 turns of the pan, over medium heat, add bay leaf and onions and soften 7 to 8 minutes, stir in garlic, cinnamon and black pepper, stir 2 minutes, add about 1 cup water and let it absorb, add tomatoes and simmer to thicken a bit, then remove bay and cinnamon.
Roast hot ham on parchment when eggplant comes out, 2 to 3 minutes to hot and crisp at edges.
Stack in casserole dish: sauce, eggplant, ham, eggplant, ham, eggplant, sauce, cheese. Bake to golden and top with parsley to serve.
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