Stir together cremini and oyster mushrooms, sherry, oil, thyme, dill and some salt and pepper in a roasting pan, then roast for 10 minutes. Allow to cool. Remove and discard herb stems.
For the filling: Sweat carrots, fennel, onions and celery in oil in a heavy-bottomed pot over medium-low heat until soft. Turn off heat and add goat cheese to melt. Transfer to a half-sheet pan to cool.
For the strudel: Preheat the oven to 350 degrees F. Line 3 sheet pans with parchment and spray with nonstick spray. (Each strudel must be rolled and baked on its own sheet pan.)
Mix mushrooms together with the veggies in a large bowl.
Lay each sheet of pastry on a lined sheet pan.
Brush the border of each pastry with egg wash, then sprinkle panko in a line down the center of the pastry. Spoon a third of the filling in a line on top of the panko, then sprinkle more panko on top to absorb excess liquid.
Roll up tightly (like a burrito) and lay seam-side down. Brush with egg wash and sprinkle with dill, salt and pepper. Repeat with remaining pastry and filling.
Bake for 10 minutes, then switch and rotate the sheet pans and bake until golden brown, about 10 minutes more. Cool, then cut into 1/2-inch slices.
This recipe was provided by a chef, restaurant or culinary professional. It has not been tested for home use.