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To make the dressing, blitz all the ingredients, except the oil, in a food processor; then, with the motor still running, drizzle in the oil. Tip into a bowl and set aside.
Trim off either end of the aubergines and discard. Slice the aubergines lengthways into 16 slices in total. Over a barbecue (or on a hot griddle pan), heavily mark the aubergine slices on each side to soften, then lift into a dish, drizzle with a little olive oil and season.
Working methodically, make little stacks of a mozzarella slice, tomato slice and basil leaf. Wrap each stack in a grilled aubergine slice, then wrap a second slice in the other direction to try to cover the gaps and make a little bundle. Secure each parcel with a couple of cocktail sticks. Can be kept in the fridge overnight.
Place the parcels on the barbecue and continue to char on each side until the cheese just starts to ooze out. Lift onto a platter, drizzle with the pesto dressing and serve. See time saving tip, below left.