Heat a little bit of oil in a large frying pan. Sauté onion for five minutes, until golden. Add mushrooms and continue sautéing for an additional seven to eight minutes, until mushrooms are wilted. Stir occasionally.

Meanwhile, cook broccoli in a small amount of salted water until soft. Drain well and mash with a potato masher. You want to have small pieces, not large pieces and not mush.

Preheat oven to 350 degrees Fahrenheit (180 degrees Celsius). Add sautéed onions and mushrooms to the broccoli. Season generously with salt and pepper and a pinch or two of nutmeg. Taste and adjust seasoning if desired. Add ricotta cheese and mozzarella cheese and combine all together well.

Divide puff pastry in half. On a floured surface, roll out each section to a nice-sized rectangle. Spread filling all over dough and roll up jelly-roll style.

Carefully place the rolls in a large baking pan. Smear tops with egg yolk. Bake for 30 minutes or until golden. I recommend leaving it in the oven with the oven off and the door partially opened for another 10–15 minutes.