Place cottage cheese, pecans, eggs, onion and soya sauce in food processor and process until fine. Transfer mixture to large bowl, add oats and breadcrumbs. Mix well.
Cut pastry sheets in half, spoon mixture down edge of each strip or place filling in piping bag without a nozzle and pipe down one side of pastry. Brush other edge with milk. Roll to enclose filling with pastry, repeat with remaining pastry sheets.
Cut each roll into 5 even lengths. Place on lightly greased oven tray, brush with milk and prick with fork.
Bake in hot oven, 200°C, for 10-15 minutes or until crisp and golden.