Step 1

Grate 2 medium zucchini (about 8 oz. total), scrubbed, and 1 small white onion (about 4 oz.), halved, on the small holes of a box grater into a large bowl. Add 8 oz. ground pork, 1¾ cups panko, ¼ cup finely chopped parsley, 2 Tbsp. extra-virgin olive oil, 1 Tbsp. finely grated lemon zest, 2 tsp. coarsely ground fennel seeds, 2 tsp. Diamond Crystal or 1¼ tsp. Morton kosher salt, 2 tsp. freshly ground black pepper, 2 tsp. garlic powder, and 2 tsp. paprika. Beat 1 large egg in a small bowl to blend; set 2 Tbsp. egg aside in another small bowl. Add remaining egg to zucchini mixture and, using a sturdy wooden spoon or your hands, mix vigorously until evenly combined (it’s preferable to overmix rather than undermix here).

Step 2

Unfold puff pastry sheets from 1 package frozen puff pastry, thawed. (If using a 14-oz. package with only 1 sheet of pastry, cut in half lengthwise and roll out each half on lightly floured surface until about 14x9".) Working with 1 sheet, spoon half of meat mixture about 1" away from edge of pastry closest to you. Pat mixture into sausage shape, running along length of pastry. Fold pastry up and over mixture, then roll up to encase fully. Gently run your thumb along seam to seal  (no need to pinch both ends of roll closed). Place sausage roll, seam side down, on a parchment-lined baking sheet. Repeat process with remaining sheet of pastry and meat mixture. Chill, uncovered, at least 30 minutes and up to 2 hours.

Step 3

Place a rack in lower third of oven; preheat to 375°. Brush sausage rolls with reserved egg. Using a paring knife, cut slashes in top of pastry at regular intervals. Cut each roll into 6 pieces to make a total of Arrange evenly on baking sheet and bake until rolls are puffed and light golden brown, 30–40 minutes. Reduce oven temperature to 350° and continue to bake until deep golden brown, 15–20 minutes longer.