Cut the vegetables into ratatouille and toss in a pan in hot oil. Place a sheet roll in a well oiled or covered with parchment paper, baking pan with high sides and stuff it with the sautéed vegetables. Add the diced feta and sprinkle with oregano. Cover with the other roll of puff pastry, prick the surface with a fork and seal the edges well. Finally brush the surface with beaten egg. Bake in preheated oven at 190°C for about 30 minutes.