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Heat oven to 190C/170C fan/ gas 5. Toss the onion, beetroot, squash and garlic in a roasting tin with 2 tbsp olive oil, the thyme leaves, sumac and some seasoning. Roast for 45 mins until the vegetables are tender but still retain their shape, then stir in the lentils and half the chestnuts. Squeeze the garlic cloves from their skins, reserve half and squash the other two into the lentil mixture. Leave to cool completely.
Bring a large pan of salted water to the boil, tip in the kale, cook for 1 min until wilted, then drain and run under cold water until cool. Squeeze all the water from the kale, then put it in the small bowl of a food processor along with the reserved garlic cloves, chestnuts, the lemon juice, olive oil and some seasoning. Blitz to a thick pesto, and season to taste.
On a lightly floured surface, unravel the sheets of puff pastry. Cut each sheet into three widthways so that you have six strips in total then divide the kale pesto between these, followed by the roasted veg and lentils, heaping the mixture on top of the pesto and leaving one side free of filling so that it is easier to roll. Brush all the borders with half the milk, fold over the ends, then carefully roll the pastry lengthways to completely encase the filling into a roll. Place your six individual Wellingtons on a baking tray lined with baking parchment and chill for at least 1 hr, or cover with cling film and leave overnight. If freezing, cover and freeze on a lined baking tray for up to 3 months.
To bake from chilled, heat oven to 190 C/170 C fan/gas 3 and line a baking tray with parchment.
Brush the top of each Wellington with the remaining milk and sprinkle with a little sumac, then bake for 30 mins from chilled or 45 mins from frozen until crisp and golden. Scatter over extra thyme and some flaky sea salt and serve.