Preheat oven 200C. Place vegetables in a roasting tin. Mix together the oil, garlic and tandoori paste and add to vegetables. Toss to coat. Roast in oven for about 15-20 mins. Remove allow to cool.
Lay filo pastry on a flat board and brush each layer with melted butter and layer on top of each other. Spread the chutney over the top sheet of filo. Place the cooked vegetables lengthwise about one third from edge of pastry. Sprinkle the feta and cheddar cheese over the vegetables. Fold filo over, tuck in ends and roll to form a strudel. Bake at 200C for about 15-20 mins or until lightly golden.