You absolutely can make eggplant parm without breadcrumbs. In fact, that's the traditional way to make Italian Eggplant Parm (Melanzane alla Parmigiana, if you want to sound fancy). Melanzane alla Parmigiana is made with just eggplant, sauce, and cheese. When Melanzane alla Parmigiana was adapted by American chefs, breadcrumbs (and egg and flour) were added. So go ahead and skip the breading. If you do, that makes a gluten-free eggplant parm.