Preheat oven to 400°F. Line a sheet pan with aluminum foil.
In a large bowl, toss the vegetables and herbs in olive oil. Season with salt and pepper. Pour the vegetables onto sheet pan in a single layer and bake – shaking the pan halfway through cook time - until the vegetables are tender, 30 minutes.
Increase the oven to 425°F.
While the vegetables are roasting, prepare the Wellington: unfold the puff pastry and dust with a bit of flour. Gently roll over with a rolling pin to flatten it, being mindful not to stretch or change the size of the pastry. Trim ¼ inch off the edges. Roll the Bucheron in a single layer of pastry, sealing the seam with a pastry brush dipped in egg wash. Fold the ends in, covering the seams with egg wash, then brush the entire surface of the pastry with egg wash and place on a sheet tray lined with parchment paper.
Bake the Wellington until the pastry begins to puff, about 10 minutes, then decrease the oven temperature to 375°F. Put the sheet tray with vegetables back in the oven and continue to cook the Wellington until golden brown, about 8 minutes. Remove both the Wellington and the vegetables from oven, transfer the Wellington to a serving platter, spoon the vegetables around it, and serve immediately.