Halve eggplants lengthwise, and scoop out flesh and seeds, leaving 1/2-inch-thick edges on eggplants' shells. Cut scooped-out flesh into 1/2-inch pieces, and set in colander. Sprinkle eggplant pieces and inside of eggplant shells with salt. Let stand 25 to 30 minutes, or until beaded with moisture. Rinse eggplant shells and pieces in cold water, and pat dry.
Heat 1 teaspoon. olive oil in large skillet over medium-high heat. Sauté onions 3 minutes, or until translucent. Add eggplant pieces, grape tomatoes, chopped walnuts, cinnamon, oregano, and 1/4 cup water. Season with salt and pepper, if desired. Cook 8 minutes, or until vegetables are softened and browned, stirring occasionally.
Preheat oven to broil. Toss breadcrumbs with 4 tsp. olive oil in bowl. Brush each eggplant shell with 1/2 tsp. oil, and place cut-side up on baking sheet. Broil 5 minutes, or until tender and starting to brown. Reduce oven heat to 375°F.v
Divide filling among eggplant shells. Sprinkle each stuffed eggplant with breadcrumb mixture, and top with feta cheese. Bake 35 minutes, or until heated through and browned on top. Serve with lemon wedges, if using.