Pre-heated the oven to 350° F.
Line a baking sheet with parchment paper. Place the sliced vegetables on the baking sheet and drizzle with the olive oil. Add the thyme and season with salt and pepper.
Place in the oven and bake for 35 minutes or until the vegetables are cooked. Let it cool.
Herbed Cream Cheese: Combine all the ingredients in a small bowl and mix well. Set aside.
To make the cake: Preheat the oven to 400° F.
Line a 9 x 13 brownie pan with waxed paper.
Place the egg whites in a large clean bowl and with an electric mixer, beat until form soft peaks. Gradually add the egg yolks, one at a time until combined.
Add the flour and sugar and mix until well combined.
Spoon the mixture into the prepared pan, spreading evenly. Bake for 15 minutes or until golden.
Mean while, spread out a sheet of waxed paper. Turn over the cake onto the waxed paper. Roll up the cake loosely while hot, beginning at a short side of the cake. The wax paper will roll up inside of the cake. Let it cool.
Unroll and remove the paper. Spread the cream and place the roasted vegetable over the cake. Roll up and serve.