Preheat the oven to 220C/430F (200C/390F fan) and line 2 baking trays with baking parchment.
Put the veg (if using frozen) in a large microwavable bowl or jug, cover with boiling water and cook for 1 minute in the microwave. Drain and transfer to kitchen paper to absorb as much water as possible.
Unroll the pastry and spread the tomato puree or sauce on top. Sprinkle over the cheese and finally add the cooked vegetables.
Starting with the shorter edge of the pastry sheet, roll the pastry up, keeping it as tight and compact as possible, then cut it into 8 pieces and divide them between the lined trays.
Brush with a little egg wash, sprinkle over the oregano and bake in the oven for 15 minutes until the pastry is golden brown.
Remove from the oven and leave the rolls to cool a little before eating so that they keep their shape.
Video
Notes
To freeze ahead, place the 8 uncooked roll-ups in a single later on a tray or plate and freeze until solid. Transfer to a freezer bag or container and keep in the freezer for up to 6 months. They can be cooked from frozen but add a few more minutes to the cooking time.