Preheat your oven to 400°F (200°C). Wash the eggplants and bell pepper. Cut eggplants in half lengthwise and score the flesh in a crisscross pattern. Cut bell pepper in half, removing seeds and stem.
Place eggplant halves and bell pepper on a roasting pan, cut side up. Drizzle with olive oil, sprinkle with salt and pepper, add whole garlic cloves and quartered onion.
Roast in the oven for 30-35 minutes until eggplants are tender and slightly charred.
Remove pan from oven and let vegetables cool slightly. Scoop out eggplant flesh into a food processor along with roasted bell pepper, garlic, and onion.
Add minced walnuts, tahini, soy sauce, tomato paste, nutmeg, and smoked paprika to the food processor. Blend until smooth and creamy. Add water if too thick. Taste and adjust salt and pepper.
Transfer dip to a serving bowl, drizzle with olive oil. Serve warm or chilled with pita chips, crackers, or fresh veggies.