Heat the canola oil and butter in a large ovenproof skillet over medium-high heat. When the butter melts, add the carrots, sweet potatoes, white mushrooms, zucchini, and peppers, and stir to coat. Cook until the mushrooms give up their juices, season with salt and pepper, and roast in the oven until the potatoes are tender, about 20 minutes. Remove and let cool to room temperature.
While the vegetables are roasting, begin the sauce. Combine the milk, onion, bay leaf, cloves, nutmeg, thyme, parsley stems, and mint stems in a heavy-gauge, non-corrosive saucepan over medium heat. In a separate pan create a roux by cooking the butter and flour for a few minutes, stirring continuously, without browning, until it emits a nutty aroma, and then remove from the heat. When the milk is fairly hot, pour a small amount of it into the roux, stirring until the milk is thoroughly blended in. Return this to the remaining milk, and simmer for 15 minutes, stirring frequently. Remove from heat, strain and whisk in yogurt and Parmesan cheese. Season, to taste, with white pepper, and salt if needed. Place a piece of plastic wrap on the surface and set aside.
Roll out the pastry dough and, using an appropriately sized cereal bowl or small mixing bowl as a template, cut 6 rounds 8-inches in diameter.
Fold roasted vegetables into the sauce and spoon the mixture evenly into 6 individual ovenproof 6-inch bowls (onion soup bowls are ideal for this), and brush the edges of the bowls with egg. Top each with a circle of pastry, draping the crust over the rim. Brush the tops of the pastry with the egg wash and bake at 400 degrees F until golden, about 12 to 15 minutes.