Heat 1 tablespoon of the oil in a frying pan, add the onion, red pepper and celery and cook over a gentle heat for 5 minutes until softened. Add the carrot and mushrooms and cook for a further 5 minutes until all the vegetables are tender.
Remove the pan from the heat and stir in the yeast extract, breadcrumbs, nuts, pine nuts, parsley, rosemary and flour. Season with salt and pepper and mix together.
Brush one sheet of filo pastry with some of the remaining oil, then place a second on top. Spoon one-quarter of the nut mixture on to one end of the filo pastry and roll up, tucking in the ends as you roll to encase the filling. Put on a baking sheet. Repeat with the remaining pastry and filling to make 4 rolls. Brush the tops with oil.
Bake the parcels in a preheated oven, 190°C (375°F), Gas Mark 5, for 20 minutes until golden and crisp. Serve with green beans and roasted cherry tomatoes.