Preheat the oven to 350°F and heat a pot filled with cooking oil on the stove. Cut the tops off of the eggplants and partially peel off the skin, leaving thin unpeeled strips around each eggplant.
Deep fry the eggplants in hot cooking oil until tender and golden brown. Dab them with a clean kitchen towel or paper towel to remove any excess grease and let them cool.
For the homemade tomato sauce, heat the tomato paste, thyme, vegetable broth, and pepper on the stove and stir until combined. Pour the homemade tomato sauce into a baking dish and place the fried eggplants on top. Make 1 large vertical incision in each eggplant and pull each one apart gently.
Heat the vegetable oil in a skillet and fry the ground beef. Add in the diced peppers, diced onions, and minced garlic and continue cooking the mixture until the vegetables start to soften. Stir in the thyme, cumin, cinnamon, salt, tomato paste, and store-bought tomato sauce. Bring everything to a simmer and cook the ground beef filling on low heat for 15 minutes.
Once the ground beef filling has cooked, remove it from the heat, spoon the mixture into the openings in the eggplants, and sprinkle shredded mozzarella on top.
Place 1 banana pepper between each stuffed eggplant, transfer the casserole dish to the oven, and bake the fried eggplant casserole at 350°F for 30 minutes.