Wash the aubergines, eliminate the ends and then cut them, lengthwise, into slices approximately 3 mm thick. Heat a grill pan (or a heavy-bottomed frying pan) and cook the slices of aubergine on it, a few at a time, turning to cook both sides and seasoning with a little salt. Clean the onion, chop it finely together with the clove of garlic and then sauté, with 3 spoonfuls of olive oil, in a heavy-bottomed frying pan. As soon as it begins to colour, add the raisins (previously soaked for about 10 minutes and then squeezed well), pine nuts, breadcrumbs, parsley and pecorino cheese. Give the mixture a good stir and then remove it from the heat. Put roughly 2 tablespoons of the filling on top of each slice of aubergine, making sure you put a small amount to one side. Roll the slices up around the filling and arrange the aubergine rolls in an oven dish, one beside the other; between one roll and the next place, alternately, half a slice of lemon and a bay leaf. Distribute over all the rolls, 2-3 tablespoons of olive oil, the filling set aside, a pinch of salt and some freshly grated pecorino. Cook in the oven, at 180 °C, for 30 minutes. Take the dish out of the oven and let it cool down for 10-15 minutes before serving.