Add the onion, mushrooms, and garlic to a food processor and blend until very finely diced (you can do this by hand if you prefer).
Add the mushroom mix to a large frying pan with the olive oil and cook over medium-high heat for 5 minutes to cook off the onion and garlic.
While the mushroom mix is cooking add the oats & pumpkin seeds to the processor and blend to a fine crumb, placing to the side to use later.
Add the lentils, nutritional yeast, soy sauce, oregano, and thyme to the pan and cook for a further 5-10 minutes until most of the liquid is cooked away. Then add the oats and pumpkin seed mix and stir to combine, this will cause the mix to firm up and come together easily without falling apart. Remove from the heat to cool slightly (you don’t want it too hot or it will be hard to work with on the pastry).
Preheat the oven to 200c/390f.
Defrost the puff pastry sheets by placing them on the bench for 5 minutes until they are soft enough that you can cut them in to quarters (to create 12 rolls)
Evenly add the filling in the middle of each square of pastry in a long sausage roll like shape, then roll and tuck the seam underneath the roll so it doesn’t open while baking.
Place each roll on a baking sheet, brush the pastry with a little soy milk, score the tops, then bake for 25-30 minutes until golden.
Remove from the oven and allow to cool before serving.