Blend all the cheeze ingredients together in a high speed blender until smooth and creamy.
Place a large sieve or colander over a mixing bowl, lay down two layers of cheesecloth or muslin and spoon the cheeze mix into the centre of the cloth, gather the corners and twist the top gently to create a ball shape with the mixture. Secure the cloth with string and refrigerate for 6 hours, ideally overnight for a firmer set cheeze (aiming for a slightly firmer cream cheese consistency).
Pre-heat the oven to 220C/200C Fan/Gas 7. Oil a couple of large baking trays with half the olive oil, evenly place the aubergine slices across the trays, season with salt and pepper and drizzle over the remaining olive oil. Bake the aubergines for 10 minutes, then turn over and bake for a further 5-10 minutes until the aubergines have softened but not turned crispy (if they’re crispy they’ll break up when you try to form the cannelloni).
Allow the aubergines to cool.
Make the red pepper sauce by blending all the ingredients together until smooth and spoon into a bowl.
Give the blender a clean and then blend the parsley oil ingredients and decant into a small jug.
To construct the dish, spoon a generous tablespoon of cheeze mixture at one end of the aubergine slice and roll up the aubergine to create a fat cigar shape. Repeat with the remaining aubergine slices.
Spoon the red pepper sauce across the centre of the plate, place a small handful of rocket over the sauce, place the aubergine cannelloni on top and drizzle over some of the parsley oil.