Start by preheating your oven to 400°F (200°C).
Slice the eggplants in half lengthwise and score the flesh in a crisscross pattern. Cut the bell pepper in half, remove the seeds, and place both cut-side down on a baking sheet.
Roast the eggplant and bell pepper for about 30-35 minutes, or until the eggplant is tender and the skin of the bell pepper is blistered. Let them cool slightly.
While the vegetables are roasting, heat a pan over medium heat. Sauté the chopped onion and minced garlic until they are soft and fragrant, about 5 minutes.
Once the roasted vegetables have cooled, scoop the eggplant flesh into a blender or food processor. Add the roasted bell pepper, sautéed onion and garlic, walnuts, tahini, soy sauce, tomato paste, nutmeg, smoked paprika, salt, and pepper. Blend until smooth and creamy.
Transfer the dip to a serving bowl. Drizzle with olive oil and sprinkle with additional chopped walnuts if desired. Serve with warm pita bread, fresh veggies, or as a spread for sandwiches.