1.Preheat oven to 200°C. Line 2 large oven trays with baking paper.
2.Combine oil, pumpkin, capsicum and onion in a large bowl; season. Transfer mixture to one of the oven trays. Roast for 40 minutes or until tender, adding asparagus in the last 7 minutes of cooking. Cool for 20 minutes.
3.Meanwhile, place one pastry sheet on one of the oven trays, place second pastry sheet along side first sheet, overlapping 2cm; gently press to seal. Fold in long sides of pastry 3cm and short sides in 2cm to create a border; press down to seal.
4.Prick base all over with a fork. Brush all over with egg yolk.
5.Bake pastry for 40 minutes on bottom shelf of oven or until crisp and browned; gently press down centre if puffed during baking. Cool.
6.Combine cheeses in a small bowl; stir until smooth.
7.Spread pastry with cheese mixture; top with roasted vegetables, walnuts and thyme.
To cut the tart, use a sharp straight-bladed knife, rather than a serrated knife. The vegetables can be roasted several hours ahead; keep covered, in the fridge. Reheat in the oven at 180°C for 10 minutes or until hot before serving.Note