Char the skin of the eggplants by roasting them on all sides on a skewer over the open flame of a gas burner; or, blacken them under an oven's broiler. When thoroughly burnt, place in cold water to cool, then peel off the skin of the eggplants.
Cut up the eggplant and place into a large bowl. Mash well with a fork or potato masher. Stir in the yogurt and onion. Season with cayenne pepper, salt and pepper to taste. Mix well, and spoon into serving dish. Sprinkle with serrano pepper and cilantro before serving.