Preheat oven to 400 degrees F. Pierce eggplant with a fork in several places and set on a baking sheet. Bake until the eggplant is soft when pressed, 30 to 40 minutes. Cool for 5 minutes. Peel off skin and discard. Finely chop the pulp.Advertisement
Heat oil in a large saucepan over medium heat. Add onion and cook until softened and beginning to color, about 5 minutes. Add the eggplant, tomato sauce, wine, vinegar, celery, olives, capers and sugar; simmer, stirring often, until thickened, 10 to 15 minutes. Chill.
Before serving, stir in parsley and season with salt, pepper and additional vinegar, if desired. Serve at room temperature.
Make Ahead Tip: Prepare through Step 2; cover and refrigerate for up to 2 days.