Chop the aubergine and courgette into small pieces. Quarter the cherry tomatoes.
Heat the oil in a pan. Briefly sauté the vegetables, cover and simmer for approx. 10 mins. until just soft. Stir in the cream cheese, season with salt.
Roll out the pastry, cut into 4 pieces. Beat the egg, brush the pastry with the egg. Place the vegetables in the centre of the pastry pieces, fold the edges together. Press the edges down firmly. Place the pastry parcels on a baking tray lined with baking paper, brush with egg.
Approx. 25 mins. in the lower half of an oven preheated to 200°C. Remove from the oven, allow to cool slightly on a cooling rack.