Slice the aubergines lengthways into ½cm-thick pieces, trimming the skin from the outer pieces to give you flat finishes on both sides, then brush them with 2 tablespoons of olive oil.
Heat a griddle pan over a high heat and, once hot, griddle the aubergine slices for 3 minutes on each side, until char-marked and tender. Set aside.
Toast the pine nuts in a dry frying pan, then transfer to a food processor with the sundried tomatoes, anchovies and 1½ tablespoons of extra virgin olive oil. Pick in most of the basil leaves.
Blitz until you have a spreadable paste, then season with black pepper and pulse again to combine.
Lay a slice of Parma ham on top of each aubergine strip, tearing off the excess to use again, and spread on a little sundried tomato paste.
Tear the mozzarella into bite-sized pieces, then place a piece at one end of the strip along with a basil leaf. Roll up and secure with a tooth pick. Serve immediately.