Preheat your oven to 350°F (180°C) and line a baking sheet with parchment paper.
Wash all the vegetables thoroughly. Core the bell pepper and dice it into small cubes. Shred the zucchini and carrot using a medium-coarse grater.
Heat the olive oil in a skillet over medium heat, then add the vegetables. Sauté them for 5 minutes, until slightly softened.
Once the vegetables are cooked, let them cool for a few minutes, then stir in the sour cream and crumbled feta cheese. Season with salt and pepper.
Roll out the puff pastry on a lightly floured surface, then cut it into triangles. Place a small amount of vegetable filling on the wider end of each triangle.
Carefully roll up the triangles into croissant shapes, starting from the wider end. Be careful not to let the filling spill out.
Brush the tops of the croissants with the beaten egg to give them a beautiful golden-brown color during baking.
Place the croissants on the prepared baking sheet and bake for 20-25 minutes, or until golden brown.
Let the croissants cool for a few minutes before serving them warm or slightly cooled.
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