To make the cashew cheese: Place cashews in a large bowl and cover with water; let soak for 7 hours. Drain.
Combine cashews, red wine vinegar, miso, sugar and salt in a blender; process until mixture is thick and creamy.
To make the pesto: Combine basil leaves, walnuts, 4 tablespoons olive oil, nutritional yeast, lemon juice and garlic in a food processor; blend until pesto is smooth.
Set oven rack about 15cm from the heat source and preheat grill. Line a baking tray with foil.
Toss aubergine slices with 1 1/2 tablespoon oil, salt and pepper in a large bowl. Arrange aubergine on the baking tray.
Grill aubergine slices until browned, about 5 minutes per side. Set oven temperature to 180 C / Gas 4.
Spread half of the pasta sauce on the bottom of a baking dish. Place 1 tablespoon cashew mixture and 1 tablespoon pesto on the end of an aubergine slice; roll up. Place seam-side down in the sauce. Repeat with remaining cashew mixture, pesto and aubergine slices. Dot the aubergine with remaining pasta sauce. Cover dish with foil.
Bake in the preheated oven until sauce is heated through, about 10 minutes.