If making your own, make the pastry first.
Preheat the oven to 220C/200C Fan/Gas 7. Line 2/3 large baking trays.
Combine all the filling ingredients in a bowl (peppers, feta, pecorino, tomato puree, herbs, seasoning to taste). It should be well combined, but still have distinction between various ingredients.
Roll the pastry into a large rectangle, about 18x4 inches.
Spread the filling across the long edge, in a cylinder/log shape. Leave about an inch of pastry to one side, and more room on the other side.
Take the edge of the pastry and roll it over the filling, keeping it as tight as possible. Keep rolling the pastry until you reach the end and have a log of pastry with the filling all inside.
Cut the pastry log into about 12 sections, each about 1.5 inches long. Place on baking sheets, at least 2 inches apart.
Optional: brush over a little beaten egg/vegan milk on each piece. Sprinkle over extra herbs and some pepper. Score some small diagonal lines in each to allow air to escape.
Bake for 20 minutes, until the tops are golden brown. If any filling spills out, wait a few minutes once out of the oven before using the back of a spoon to push the filling back into the pastry. Serve still warm or let cool before boxing up to take to a picnic/bbq/lunch box!