In a large saucepan heat the oil and sauté the onion until translucent. Add the cabbage and keep sautéing, while stirring occasionally, until cabbage is wilted and slightly seared.
Add the mushrooms and the spices and give the dish a good stir.
Reduce the heat to medium-low and cook for about 15-20 minutes, covered, until the cabbage and mushrooms are very soft, and all the liquid evaporated from the pot. If there are liquids left, remove the cover and raise the heat to let all liquid evaporate.
Remove from the heat and set aside.
Defrost the frozen puff pastry at room temperature for about 40 minutes. The dough should be defrosted but cold enough to handle, otherwise it’s too hard to work with.
Preheat oven to 400F.
Place one of the pastry sheets on a work surface and roll it out to a rectangle. Place ½ of the chilled cabbage filling in the middle of the sheet lengthwise, to create a cylinder. Fold the short side edges of the dough on top of the filling, then fold the top and the bottom edges, one on top of the other, to close the roulade.
Place the roulade, sim down, on a baking sheet covered with parchment paper and repeat the process with remaining ingredients.
You may brush the top of the roulades with egg wash and sprinkle sesame or nigella seeds on top.
Bake in the preheated oven until the roulades turn golden brown. Remove from the oven and chill for a few minutes before serving.