Well, I have small, but not tiny, eggplants (Ichiban variety).
I slice them in half lengthwise, brush them with oil on both sides, then put them on a grill topper to grill.
If yours are REALLY small, you can probably just put two bamboo skewers through them, and poke them again with a fork. Olive oil, salt and pepper.
Would you post a picture of yours, chocolate?
Lee