Roast the Vegetables: Preheat your oven to 200°C (400°F). Line a large baking sheet with parchment paper. Toss the sliced zucchini, eggplant strips, and diced red and yellow bell peppers with olive oil, dried oregano, salt, and black pepper directly on the pan. Spread them into a single layer and roast for 20 minutes until tender and slightly charred. Remove from the oven and let the vegetables cool down completely to room temperature.

Prepare the Dough: Roll out your thawed puff pastry sheet directly onto a fresh piece of parchment paper, gently smoothing out any creases with a rolling pin.

Add the Filling: Arrange the completely cooled roasted vegetables in a thick, uniform column down the center third of your puff pastry sheet, leaving an inch of space at the top and bottom borders. Sprinkle half of the crumbled feta cheese evenly over the vegetables.

Braid the Pastry: Cut slanting diagonal strips (about 2 cm wide) along both empty sides of the pastry. Fold the top and bottom borders inward over the filling. Alternately fold the left and right strips over the filling to create a beautiful braided pattern.

Apply Egg Wash: Carefully slide the parchment paper with the assembled strudel onto a baking sheet. Brush the top and sides of the braided pastry evenly with the beaten egg wash.

Bake to Perfection: Bake at 200°C (400°F) for 25–30 minutes until the pastry crust is deeply golden brown, puffed, and crisp. Remove from the oven and let cool for 5 minutes.

Garnish and Serve: Carefully slide onto a serving board, garnish with the remaining crumbled feta cheese and freshly chopped parsley, slice with a serrated knife, and enjoy warm.