In a large bowl, combine the wine, bay leaves, sliced garlic, 3 sprigs parsley, rosemary, tomato paste, 2 tablespoons olive oil, and black pepper, to taste, and stir well to combine. Season the lamb with salt and pepper and add to the marinade. Toss to completely coat the meat and place in the refrigerator for 1 hour.
Preheat the oven to 375 degrees F.
Brush the eggplant rounds with olive oil, season with salt and pepper, sprinkle with the oregano leaves and bake in the oven, turning once, for 10 to 20 minutes, until soft.
In the bowl of a food processor or blender, combine the remaining garlic, anchovies, pepper flakes, remaining parsley, 3 tablespoons extra-virgin olive oil, and vinegar and puree. Arrange the eggplant slices in a single layer and pour the sauce over. Place, covered, in the refrigerator, for 2 hours.
Meanwhile, preheat the grill or broiler. Remove the lamb from its marinade and pat dry. Thread the meat onto skewers and cook 10 to 20 minutes, to desired temperature. Serve hot, alongside the chilled eggplant.