Preheat the oven to 195 °C.
Slice the eggplant into pieces less than 1 centimeter thick. Rub them on both sides with olive oil.
Mix the polenta with the oregano and paprika. Press both sides of the eggplant into the polenta mixture and place on a baking sheet lined with parchment paper. Bake for 20 minutes in the oven at 195 °C. Flip them over and bake again for about 5 minutes.
Top half with cheese and tuna and fold closed. Place them back in the oven for another 2 to 3 minutes until the cheese melts. Place on a platter and serve with your favorite hot sauce.