Crush the salty biscuits coarsely and set aside until required.
Heat the olive oil and butter in a frying pan and add the butternut. Sauté until lightly browned, add a large spoonful of water and simmer until it’s just cooked but still firm and cube-shaped. Season with salt, pepper and a sprinkling of sugar then transfer to a mixing bowl. Allow to cool then add mozzarella and blue cheeses, parsley and crumbs and mix lightly.
Place the puff pastry on a floured board and spoon the butternut mixture along the length of the pastry. Roll up like a sausage roll with the filling in the middle and press the two ends closed. Place the strudel on a greased baking sheet with the seam at the bottom. Brush all over with the egg mixture then using a sharp knife, make 8 small slits on top of the strudel. Sprinkle with pumpkin pips (if using). Bake in the oven pre-heated to 190 ºC for 20 – 30 minutes or until the pastry is golden and crisp. Slice through where the slits were made and serve warm, garnished with rocket.
If you’ve not acquired a taste for blue cheese yet, then use feta instead.