Homemade Sausage Rolls

• 1 brown onion
• 1 carrot
• 1 small red capsicum (bell pepper)
• 1 small zucchini
• 1 cup walnuts
• .5 cup plain rolled oats
• 200 g feta
• 1 wholegrain bread rolll
• 4 eggs
• .25 cup pumpkin seeds
• 5 sheets frozen puff pastry