Cook rice, sautéing it in olive oil and crumbling in the saffron before adding the water and salt.
Brush a large baking pan with olive oil. Leaving the stems on, slice the eggplants in half lengthwise and place face down on the pan. Add sherry and water. Cover tightly with aluminum and bake at 375 F till tender about 45 minutes.
Meanwhile, sauté the onions in 2 tablespoons olive oil for 10 minutes. Add peppers, 1 tablespoon sherry and cayenne. Sauté covered for a few minutes.
Combine rice and vegetable mixture. When eggplants are cool enough to handle, gently mash them and push the soft middle to the side.
Mound the rice pilaf on each eggplant half. Pour tomato juice into baking pan, cover tightly and return to oven to bake about 30 minutes.
