Line a baking tray with baking paper and place the slices. One layer only.
Place olive in a small bowl and add spices: salt, pepper, I like a grilling spice, whatever you like. Mix it a bit.
Using a pastry brush paint the aubergine slices with the spiced oil.
Bake for around 20 minutes in 180°C, until the slices are tender and turn golden brown. Let them cool completely.
Just before serving build the mille-feuille. Place a piece, spread some humus on it and add lettuce, then the next slice, spread some goat cheese and more lettuce. Continue until you use all the ingredients (this should be enough for 2-3 mille-feuille's).
Finish with lettuce, and sprinkle some chopped olives and dried tomatoes. Pour some vinaigrette on top.