Heat the oven to 200°C/400°F. Slice the aubergines in half lengthways and cut the flesh in a criss-cross pattern being careful not to cut all the way through. Drizzle with olive oil, sprinkle with salt and put on a baking tray and into the oven for 25 minutes.
While the aubergine are cooking make the satay sauce by blending together the peanuts through coconut milk until smooth. Remove the aubergine from the oven and spread the satay sauce over the top of each half.
Return the aubergines to the oven for 10 minutes until browned. Serve with sticky rice and cucumber slices.