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1
Cut each mushroom into 4 slices.
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2
Halve, core and seed red pepper, cut in half crosswise and slice.
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3
In bowl, toss together mushrooms, red pepper, onion and half each of the oil, salt, thyme and pepper.
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4
Roast on large rimmed baking sheet 425F (220C) oven for 10 minutes.
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5
Meanwhile, toss asparagus and garlic with remaining oil, salt, thyme and pepper.
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6
Add to baking sheet and roast until vegetables are tender, about 15 minutes.
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7
Transfer to bowl, let cool.
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8
Stir in cheese.
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9
Place 1 sheet of the phyllo on work surface with 1 long edge closest, covering remainder with damp tea towel to prevent drying out.
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10
Brush sheet lightly with some of the melted butter.
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11
Repeat layering and brushing with butter with 3 more sheets.
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12
Spoon half of the asparagus mixture in 2-inch (5 cm) wide strip about 1 inch (2 1/2 cm) from closest edge and leaving 2-inch (5 cm) border at each end.
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13
Fold 1-inch (2 1/2 cm) border over filling, fold in ends and roll up.
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14
Place, seam side down, on parchment paperlined rimmed baking sheet; brush with butter.
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15
Repeat to make second strudel.
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16
(Make-ahead: Cover and refrigerate for up to 24 hours.)
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17
Bake in centre of 400F (200C) oven for about 25 minutes or until golden.
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18
Using serrated knife, slice each strudel diagonally into 6 pieces.
