Preheat oven to 180 degrees Celsius.
Sauté the vegetables in olive oil adding the olives last, until the mixture is cooked through (approx 5 minutes) set aside to cool completely.
Spoon the vegetables along the length of the pastry making sure there is enough pastry on each side to cover the mixture. Roll the pastry over the mixture and stick it down by brushing it with some cold water and pressing the two edges together with your fingers. Cut them into individual rolls approx 6 cm long.
Lay them on baking paper. Brush lightly with milk and bake at 180C for 20 - 25 minutes.
Tip: Unless you have a granite or marble benchtop it's worth investing in a silicon sheet to roll your pastry out on. It makes handling and transfer much easier.