Rinse millet, and in a medium saucepan combine with 2 cups of water (or broth). Bring to a boil, cover, reduce heat to low and simmer for 15 minutes.
Take a quick peek to make sure all of the liquid has been absorbed. When it is, remove from heat, and keep covered for 10 minutes. Fluff with a fork.
In a large sauté pan, heat 2 tablespoons of olive oil over medium heat. Add the onion and sauté for about 3 minutes.
Stir in the zucchini, eggplant, tomatoes and garlic, stirring constantly (to prevent the garlic from burning) for another minute.
Add the tomato paste, cumin, smoked paprika, cayenne, salt and pepper. Add a splash or two of water to prevent sticking if necessary. Cover the pan, and cook for 10-15 minutes, stirring every 5 minutes, until the flavors have melded and vegetables are to your desired tenderness
Remove from heat, adjust the seasoning to your liking. Squeeze in the lemon juice, toss in the olives and stir well.
Serve over the millet and enjoy!