Preheat oven to 400 degrees.
Slice onion lengthwise from top to root.
Core, seed and julienne the red pepper.
Place the halved tomatoes, onion, peppers and olives on a sheet pan.
Drizzle the olive oil and toss to coat.
Place the cloves of garlic on the pan with the veggies.
Place pan with vegetables in the oven on the second from the top rack position.
Roast vegetables for 20 minutes, tossing once or twice in the process.
Remove from oven and allow to cool until warm but not hot.
Remove the garlic cloves, allow to cool enough to handle.
Peel the paper off of the cloves, mince and set aside.
Lower the oven heat to 400 degrees.
Lightly roll out the puff pastry to a 12 x 14 inch rectangle.
Place the veggies down the center of the pastry dough, leaving a 1 1/2-inch border at each short end and an approximately 4 1/4-inch border on each long end.
Scatter garlic over the veggies.
Sprinkle the goat cheese, chopped herbs and capers over the filling.
Using a very sharp knife or pizza cutter, cut the exposed sides of the dough into strips on a slight diagonal angle. Make 12 cuts on each side.
Fold one strip of dough over the top of the filling, and then take a strip from the other side of the pastry and cross it over the first strip. Continue this process, creating a crisscross or chevron pattern.
When you get to the end of the pastry, fold over the end of the dough over the filling, cross the last strips, tuck them in at the end and pinch them so they are secure.
Using a pastry brush, gently brush the strudel with the egg wash.
Sprinkle the top with a little coarse or flaked salt.
Place in the oven and bake for 35 minutes.