Preheat the oven to 200°C/180°C Fan/Gas 6.
Scatter the onions, squash and red pepper into a large roasting tin. Season with salt and freshly ground black pepper and drizzle over the oil, tossing to coat the vegetables. Roast in the preheated oven for about 20–25 minutes.
Add the mushrooms and garlic to the roasting tin, and stir to distribute the garlic. Drizzle with a little extra olive oil if needed. Return to the oven for about 10 minutes, until all the vegetables are tender. Set aside to cool.
Set the oven to 220°C/200°C Fan/Gas 7 and place a large baking sheet in the oven to heat.
Tip the cold vegetables into a large bowl. Add the goat’s cheese, egg and more seasoning.
Roll out the pastry block to a 30 × 35cm (12 × 14in) rectangle. Brush the whole surface with some of the beaten egg.
Place the cold filling in the centre of the pastry in a log shape about 12.5 × 23cm (5 × 9in). Fold in the sides to encase the filling and roll into a neat log shape. Turn the pastry over so the seal is underneath. Chill in the fridge for 1 hour.
Place the Wellington on a piece of non-stick baking paper. Brush with the remaining beaten egg and sprinkle with the grated goat’s cheese. Slide onto the hot baking sheet and cook in the preheated oven for about 40 minutes until golden and crisp.
Cut into thick slices and serve with dressed salad leaves.
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