Place the oil in a shallow ovenproof dish. Add the vegetables, toss to coat and season well. Place in a preheated oven, 220°C (425°F), Gas Mark 7, for 10 minutes, turning once, until golden.
Meanwhile, cut the pastry into 4 rectangles and brush with the egg yolk. Stir the tomato sauce, basil and olives into the vegetables, then place a double layer of greaseproof paper on top.
Place the pastry on top of the greaseproof paper and return the dish to the oven for 15 minutes until the pastry is golden and crisp. Slide the pastry off the paper to top the vegetables and serve immediately.