Start a charcoal or wood fire in a grill or preheat a gas grill or broiler; the fire should be quite hot.
Grill the eggplants whole, turning occasionally, until the skin is charred and the eggplants collapse, about 20 minutes. Remove from the heat and remove the skins with a paring knife. As you’re doing so, the eggplants will fall apart; that’s fine.