Preheat your oven to 400°F (200°C). Wash and dry the eggplants and bell pepper. Cut eggplants in half lengthwise and score the flesh. Cut the bell pepper in half, removing seeds and stem.
Place eggplants and bell pepper cut-side down on a roasting pan. Drizzle with olive oil and sprinkle with salt and pepper. Roast for about 30-35 minutes until tender and charred.
While roasting, heat olive oil in a skillet over medium heat. Sauté chopped onion until translucent, about 5-7 minutes, then add minced garlic and cook for an additional minute.
After roasting, let vegetables cool slightly. Scoop flesh into a food processor and add sautéed onion, garlic, tahini, soy sauce, tomato paste, nutmeg, and smoked paprika. Blend until smooth.
Taste and adjust seasoning with salt and pepper. For a thinner consistency, add a splash of water or olive oil and blend again.
Transfer dip to a serving bowl and fold in chopped walnuts, reserving some for garnish.
Garnish with additional walnuts and a drizzle of olive oil if desired. Serve with pita chips, fresh veggies, or crusty bread.