Preheat oven to 450°F.
Wrap the eggplant and the butternut squash individually in aluminum foil. Place them on a baking tray and bake them for 1 1/2 hours or until they are very soft. The eggplants will become mushy and deflated.
While the eggplant and butternut squah are cooking, heat oil in large frying pan on medium-high heat for 1 minute. Add cumin seeds and allow them to sizzle for about 30 seconds. Stir in onions and saute until brown, 8 to 10 minutes.
Reduce heat to medium and stir in tomatoes. Add turmeric, fenugreek, coriander, black pepper, jalapeño pepper and salt. Cook this masala for 10 minutes. If the eggplant and squash are still cooking, remove the masala from the heat and set aside.
Remove eggplant and squash from the oven and cool for 5 to 10 minutes so you can unwrap the aluminum foil.
Using a pairing knife or potato peeler, peel the squash and discard the skin. Cut the squash in half. Using a spoon, scoop out the seeds from the squash. Cut in 1/2 inch cubes and place in mixing bowl.
Using your hands, peel the skin from the eggplant. Discard the skins. Add the eggplants to the mixing bowl.
Stir the eggplant and squash mixture into the masala. Turn the heat on to medium and cook, covered for 10 minutes. Just before serving, add the green onions and heat for 2 to 3 minutes. Remove from heat and stir in cilantro.
Serve as main dish with Chappatis or as a side dish.