Use a large baking dish. Grease with butter. To make the filling, heat oil in a pan and lightly fry the onion until transparent; add garlic and cook until transparent. Add the beef and, stirring occasionally, fry over high heat until it has coloured slightly and is crumbly.
Add tomatoes with their juices, the herbs and the paprika to the meat mixture. Cook, uncovered, for 5 minutes; stirring occasionally. Season well with salt and pepper.
Preheat oven to 220°C; place a bowl of hot water on the oven floor to keep the air in the oven moist. Brush pastry sheets with melted butter. Divide meat mixture between the sheets; top with capsicum strips.
Roll up sheets and, with the join facing downward, place beside one another in the baking dish. Prick each roll several times with a fork and brush with melted butter. Bake for 35–45 minutes; baste with the milk or cream every 10 minutes. Sprinkle with grated cheese 10 minutes before the end of the baking time. When done, remove from oven and cool in the dish for 5 minutes before serving.