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Heat olive oil in a small saucepan. Saute onions over medium low heat until browned around the edges.
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Trim tops of eggplant. Cook eggplant over gas burner until all sides are browned, using tongs to turn the eggplant. Place in a cast iron pan and cover with a lid. Cook on medium heat until tender, about 10-20 minutes depending on the size of the eggplant. Remove to a plate and let cool. Cut eggplant open and scrape out inside flesh. Place in food processor bowl.
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Add walnuts, garlic, saffron, coriander, fenugreek, cayenne pepper, vinegar and salt to eggplant. Process until smooth.
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Stir in sauteed onions and cilantro.