Lightly oil a griddle pan, and add the slices of aubergine. Cook over a fairly high heat for a few minutes each side, until dark char lines appear.
Heat the oil in a large frying pan, and add the onion and garlic. Cook over a medium heat for a few minutes, stirring regularly, until slightly soft. Add the mushrooms, and continue to cook for 5 more minutes, until the vegetables are soft.
Add the vegetable stock, cooked lentils, two whole bay leaves and plenty of black pepper, and bring to a simmer. Allow the mixture to bubble for 5 more minutes, or until most of the excess liquid has evaporated.
At this point, remove the bay leaves and turn the heat down fairly low. Add the cream cheese, and allow it to melt into the lentils, stirring gently. Add the parsley and parmesan, stir until the cheese has melted, and stack in layers with the griddled aubergine.
Serve topped with more chopped parsley and grated parmesan if desired.