In food processor, finely chop onion and pecans. Add eggs,sauce,breadcrumbs, carrot and cottage cheese. Process.
Place mixture in a large bowl and add oats.
Cut each sheet of pastry in half. Brush all edges with milk. Put mixture in a sausage shape lengthways down each half sheet of pastry. Roll up into long sausage shapes. Mark each sausage into four with flat side of a knife. Don't cut through as filling doesn't set til cooked. Brush tops with milk. Cook in a moderately hot oven til brown and crispy. Serve with ketchup.
They can be frozen and reheated individually as needed. Great for those nights you want to feed the kids quickly! Makes between 32 and 40 rolls depending on whether you add carrot or more vegetables.