it can be done in a cast iron (grill) pan or on the hobs of an gas stove. if doing it directly on the hob, it maybe be a good idea to loosely wrap the eggplant in tin foil after having pricked it in several spots.
it will take up to an hour for the whole procedure, so plan around it and keep and eye out to prevent burning.
wash the eggplant(s) while heating your grill pan over medium heat. i like using the cast iron ones with grilling ridges so that it does not make direct contact with the heat of the pan and burn before being cooked on each side.
prick the eggplant with a toothpick or a fork in several spots to avoid the eggplant swelling and possibly exploding while roasting.
i like to sit the eggplant bottom down for the first 10 minutes in the pan.
next is to roast it for 10 minutes on four of its sides.
by the last turn, it will have started to ooze juices — that's fine.
carefully remove the eggplant to a plate or chopping board and let it cool.
once cooled, make a vertical incision from the stem end to the bottom and then two more cuts across the top and bottom, as if writing the letter "I". open up the eggplant and start to scoop out the flesh, scraping right against the skin as that is where the grilled flavour is most intense.
discard the seed pods. a few seeds left is okay but it is considered more refined not to include many of them. some people say it makes the dish you're making bitter. i personally just don't like an abundance of the seeds in whatever i am making.
store the eggplant in the fridge until using. most of the time, the flesh is either finely chopped or puréed in a processor but that will depend upon the instructions in your recipe.