Traditionally, and it's thought that the dish originated in Naples, the aubergine is fried before the layering begins, but the dish is less oily if the slices are cooked on a griddle. Another alternative, which is useful if there is a lot of aubergine to cook, is to use the oven. I find even less oil is then required, but it is important not to crowd the slices on the baking tray, so that they steam rather than bake. What you're after is a golden, almost crusty finish and mushy flesh.