Cut eggplant in half, then cut slits in a crosswise pattern across the surface. Do not cut all the way through the eggplant.
Brush oil onto the surface of each eggplant half.
Place eggplants in air fryer basket or on a baking sheet for the oven.
Cook until soft and tender, 15-20 minutes in the air fryer or 30-40 minutes in the oven.
While the eggplant is cooking, make the miso sauce. Combine sake, mirin, sugar, and miso in a saucepan and heat over medium low. Bring to a simmer, stirring frequently, and simmer until sauce thickens and the alcohol flavor cooks off, about 3 minutes.
When the eggplant is soft, brush miso sauce on top, ensuring the sauce seeps into the slits on the eggplant. Air fry/bake another 1-2 minutes until slightly charred to your liking (be careful not to burn the miso completely).