Wash the eggplant, zucchini, and bell pepper, then dice them into small cubes. Finely chop the onion and garlic. TIP: Lightly salt the eggplant and let it sit for 10 minutes to release its bitter juices, then pat it dry.
Heat the olive oil in a skillet over medium heat, then add the onion and garlic. Sauté for 2-3 minutes, until fragrant. Add the remaining vegetables, season with salt and pepper, and cook over medium heat for about 8-10 minutes, until the vegetables are tender but still hold their shape.
Once the vegetable mixture is ready, let it cool completely. This is important so that the puff pastry doesn't get soggy. TIP: Spread it out on a large plate or tray for faster cooling.
On a lightly floured surface, roll out the puff pastry and cut it into 10x10 cm (approximately 4x4 inch) squares. Be careful not to make it too thin, as it may tear with the filling.
Place a tablespoon of the grilled vegetables onto each pastry square. Fold into a triangle shape, then press the edges down with a fork to seal. Do not overfill, otherwise, the filling will leak out during baking!
Whisk the egg and brush the tops of the samosas to help them bake to a beautiful golden brown. TIP: If you are making a vegan version, substitute the egg with plant-based milk.
Place the samosas on a baking sheet lined with parchment paper and bake in a preheated oven at 350°F (180°C) for 20-25 minutes, until golden brown. Keep an eye on them at the end, as the thin pastry can brown quickly.
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