Roast the Aubergines: Preheat oven to 220°C (425°F). Halve aubergines lengthwise and score the flesh in a deep diamond pattern without piercing the skin. Place flesh-side up on a baking sheet, brush with 2 tbsp olive oil, and roast 20–25 minutes, until tender and lightly browned (a knife should slide in easily). Scoop out about half of the flesh, chop finely, and set aside; keep shells intact.
Build the Aromatics: Meanwhile, heat remaining 2 tbsp olive oil in a large skillet over medium heat. Add onions and cook 10–12 minutes, stirring occasionally, until deeply softened and translucent. Stir in garlic, smoked paprika, and black pepper; cook 1 minute until fragrant.
Develop the Stuffing: Stir in tomato paste for 1 minute. Add lentils, diced tomatoes with their juices, reserved chopped aubergine, and vegetable broth. Bring to a simmer, then reduce heat to low, cover, and cook 25–30 minutes, until lentils are tender and most liquid is absorbed (add a splash of water if needed).
Infuse with Fresh Herbs: Off the heat, stir in parsley, oregano, and the zest of 1 lemon. Taste and season with the 1/4 tsp salt.
Assemble and Braise: Reduce oven to 180°C (350°F). Arrange aubergine shells snugly in a large baking dish. Fill with the lentil-tomato mixture. Pour about 1/2 cup water into the bottom of the dish. Cover tightly with foil and bake 25 minutes, until the filling is hot.
Finish and Rest: Uncover and bake 10 minutes to lightly brown the tops; the filling should be bubbling and the shells very tender when pierced. Rest 10 minutes. Just before serving, squeeze the juice of half the lemon over the stuffed aubergines (reserve remaining juice to taste) and garnish with parsley.