Take one sheet of filo pastry and place it on a board with the short edge facing you. Spray or brush lightly with oil. Place a second sheet of filo on top, brush with oil and top with a third sheet. Place 1/8 of the cooled vegetable mixture into the middle of the bottom third of the filo. Fold the sides of the filo into the filling and roll up to enclose the vegetables. Place the parcel seam side down on a baking tray lined with baking paper and spray the top with oil. Sprinkle with sesame seeds. Repeat with the remaining vegetables and filo.