Peel the butternut squash, and cut into 1cm dice. Toss in 1 tbsp oil, and spread out in a single layer on a baking tray. Roast at 190°C (Gas Mark 5 / 375°F) for around 30-40 minutes, until soft and starting to crisp up around the edges.
Also cook the vegetarian sausages according to the instructions on the packet - usually around 20 minutes in the oven.
Meanwhile, heat another 1 tbsp oil in a frying pan, and add the diced onion. Cook for a few minutes over a medium heat, then add the chopped cavolo nero (or kale). Continue to cook for another few minutes, until the vegetables are soft.
When the butternut squash and sausages are both cooked, add them to a bowl along with the onion and cavolo nero, some fresh coriander (cilantro), and a dollop of red Thai curry paste. Season with salt and pepper, and mix well to combine.
Lay out a large sheet of filo pastry, and spray it lightly with oil. Spoon 1/4 of the filling along one of the long edges, and roll tightly. Carefully coil the roll into a spiral shape, securing the end with a cocktail stick if needed. Place on a lightly greased, lined baking tray, and repeat with the remaining filling and pastry.
Lightly brush each of the four filo spirals with milk, and sprinkle with sesame seeds. Bake at 180°C (Gas Mark 4 / 350°F) for around 20 minutes, or until the pastry has become lightly golden brown and crispy.