Wash and dry out eggplants, halve the eggplants lengthwise.
Sprinkle coarse sea salt over parchment paper lined baking pan. Brush each cut eggplant surface with olive oil and put them flat face down on a parchment paper.
Bake in prewarmed conventional oven at 190 ºC (375 ºF) for 30 minutes.
Take out of oven and let cool completely.
Stuffing Preparation
Over medium heat (5 out of 10) heat up medium size skillet and add olive oil.
Add in cut fennel slices, sprinkle with salt and sugar. Stir to make sure fennel pieces are fully coated. Slowly brown fennel with occasional stir.
Once fennel pieces start browning on their ends cover them wit a bed of cut onions, do not stir. Add diced chili pepper. Do not stir for the next 3 minutes of cooking. Added bed of onions will cool off fennel and prevent it from burning.
Stirring occasionally caramelize onions over the next 10-15 minutes.
Stir in anchovy fillets cut in small pieces, garlic and pine nuts.
Add white wine and raisins, stir and cook until there is no moisture left in the skillet.
Take skillet of the heat, stir in orange zest and basil, set aside to cool off.
Using a spoon scrape eggplant pulp being careful not to go too deep and make a hole on the shell. Leave about 5 mm (1/4″) thickens to the outer edge. Scrape the eggplant starting from the stem end .
Puree eggplant pulp in a food processor.
In a medium size mixing bowl add: pureed eggplant, fennel/onion mixture, Parmesan cheese, bread crumbs, egg yolk, ground pepper. Mix well together until unified.
Assembly
Fill each eggplant shell with prepared stuffing.
Coat the bottom of non reactive material baking pan with tomato sauce. Place each eggplant on top of the sauce. Spoon additional tomato sauce over the top of each eggplant, coating it completely.
Bake at 190 ºC (375 ºF) for 25-30 minutes in conventional oven. They are done when the sauce start browning along the edges.
Let eggplants cool off for about 15 minutes. Serve with additional grated Parmesan cheese, drizzled over with good quality olive oil and sprinkled with red chili flakes.