In the first of these instances, the bundle to be baked is composed of two cheeses, garlic, and parsley and bound by fried eggplant slices. One of the cheeses, mozzarella, is required for its melting quality; the other, pecorino—sheep’s milk cheese—for its savory bite. The most widely available pecorino is the starkly rustic Romano, but if you can find a firm Tuscan sheep’s milk caciotta or the Sardinian fiore sardo, their more restrained pungency would make them a better choice.