Mix the oil, herbs and spices for the lam in a bowl Marinate the meat for at least 1 hour.
Make the chutney: Saute the onion, garlic, and eggplant over medium high heat until softened. Add the sugar and melt it. Add the cumin and mix well. Then add the vinegar and turn the heat down to a low simmer. Cook until the liquid becomes a coating. Season with salt and pepper, and add in the herbs. Then cool until ready to use.
Preheat oven to 350.
In a roasting pan with a rack, Soak the incense in just enough water to cover it until it absorbs most of the water.
In a large saute pan, sear the meat in a little olive oil over high heat. You don't want to cook it, just get some color on the meat. Then transfer it to the roasting pan with the incense in the bottom.
Heat the roasting pan over a high flame on the stove until the incense begins to smoke. Then cover the pan either with a provided lid or aluminum foil. Put it in the oven to let it cook.
Cook until the meat reaches your desired temperature. For Medium rare, you want a temperature of about 120 to 125 degrees Fahrenheit. This should take about 10 to 20 minutes depending on the thickness of the meat.
When it is done, take the meat out of the pan and allow it to rest about 10 minutes. In the meantime, heat the chutney over low heat. When the meat has rested, slice it in thin pieces and serve with the chutney.