Preheat the oven to 375F. Preheat a grill-pan over medium high heat until hot.
Drizzle a generous amount of oil over both sides of the sliced eggplant and season all over with salt and pepper. Place on the hot grill and cook, turning once, until deep grill marks appear and eggplant releases itself from the grill, 3-4 minutes preside. Do not overcook or the eggplant with be mushy and fall apart.
In a small bowl, mash the feta with the 1/4 cup parmesan and about 1/4 cup olive oil until moist and stir in the 1/4 cup pistachios. Add more oil or water until the mixture is somewhat wet and resembles ricotta. Lay the grilled eggplant slices on a work surface and put 1/4 of the cheese mixture on one end of each slice. Roll the eggplant slices tightly around the cheese and transfer to a baking sheet. Sprinkle each rollatini with a little more parmesan; bake in the oven until very hot and cheese is melting, 8-10 minutes.
Serve with grilled lamb chops, chicken, or steak with additional parmesan and chopped pistachios scattered over the top.