Reduce the lamb sauce until it is thick and jammy, not saucy. A wet sauce is the main cause of a watery moussaka that runs when you cut it.
No need to salt the aubergine. Salting is for frying and for older, bitter aubergines; the fierce high-heat roast collapses the sponge and drives off the water on its own.
Temper the egg yolk. Take the bechamel off the heat and let it cool a minute before whisking in the yolk, or whisk a spoonful of hot sauce into the yolk first, so it does not curdle into grains.
Rest it 10 minutes before cutting. The bechamel and layers need that time to set; cut too soon and it slumps into a puddle.