1. Cut the unpeeled eggplants in half lengthwise. Cut gashes in the pulp and sprinkle each half with one-half teaspoon salt. Let stand thirty minutes.
2. Squeeze out the water and wipe dry. Mix the pepper and flour and dredge each half in the mixture. Reserve the remaining flour.
3. In a large skillet, heat half the oil, add two eggplant halves, cut side down, and cook slowly, covered, ten minutes. Turn and cook ten minutes longer. Remove from the pan and repeat the process with the remaining oil and egg plant.
4. In a saucepan heat two tablespoons of the butter, add the onion and cook until transparent. With a wire whisk stir in the reserved flour, the remaining salt and the cayenne. Add the milk and cook, stirring, until thickened.
5. Mix the cheeses and add half to the sauce. Blend in three tablespoons of the cream and the mustard. Saute the mushrooms in the remaining butter and add.
6. Scoop out the eggplant pulp, leaving a shell one-half inch thick. Chop the pulp coarsely and add to the sauce. Mix well and spoon into the shells. Sprinkle the tops with the remaining cheese and broil until brown.