1. Heat the broiler. In a large stainless-steel frying pan, heat 1 tablespoon of the oil over moderate heat. Add the onion and garlic; cook until starting to soften, about 3 minutes. Add the lamb and cook until the meat loses its pink color, about 2 minutes. Stir in the wine, tomato paste, tomatoes, bay leaf, cinnamon, allspice, 3/4 teaspoon salt, and 1/4 teaspoon pepper. Bring to a boil. Reduce the heat. Simmer, covered, for 10 minutes.
2. Brush both sides of the eggplant slices with the remaining 5 tablespoons oil and season with 1/8 teaspoon each salt and pepper. Put the eggplant slices on a large baking sheet and broil, 6 inches from the heat, until browned, about 5 minutes. Turn and broil until browned on the other side, about 5 minutes longer.
3. In a small saucepan, combine the cream cheese, milk, 1/8 teaspoon salt, and a pinch of pepper. Warm over low heat until just melted.
4. Oil an 8-by-8-inch baking dish. Layer half the eggplant in the dish, then half the meat sauce. Sprinkle with half the Parmesan. Repeat with the remaining eggplant, meat sauce, and Parmesan. Spoon the cream-cheese sauce on top;broil until just starting to brown, 1 to 2 minutes.
Wine Recommendation: A lush California cabernet, with its black-currant and herb notes, will be a splendid match for this rich, spicy moussaka.