Trim off the stalk end of the aubergine and then cut lengthways into eight x 5mm slices, discarding the ends. Arrange the slices in a single layer on a large baking sheet, sprinkle lightly with salt and set aside for 30 minutes. This will make them easier to roll later, as well as draw out some of the water.
Preheat a griddle pan until very hot. Rinse the aubergine pieces in cold water, then pat them really dry with kitchen paper. Mix together the olive oil, lemon rind and season with a pinch of salt and plenty of pepper in a small bowl, then use some to brush all over the aubergine slices.
Place on the heated griddle pan and cook for 2-3 minutes on each side, until charred. Set aside and leave to cool a little. Cut the tomato into four thick slices, discarding the ends, then cut each slice in half again to make eight slices in total. Cut the feta cheese into eight slices.
Place the aubergine slices on a clean work surface and lay a piece of tomato in the middle of each slice. Arrange a slice of feta on top, and then add a basil leaf to each one. Sprinkle sun-dried tomatoes over the top and season with pepper. Flip over both ends of each parcel to enclose the filling and secure each roll with a cocktail stick. Brush the outside of each parcel with the rest of the lemon oil and return to the griddle pan for 1-2 minutes on each side, or until they are heated through and lightly golden. Arrange on the aubergine and feta rolls on warmed plates with the rocket salad to serve.