Cut the peppers into very small pieces and finely chop the onion. Mix both with cream cheese, parmesan and the egg to a homogeneous mass and season with salt, pepper, paprika and chili.
Spread the cream on the rolled out puff pastry and then roll it up from the longer side.
Put the roll in the freezer for half an hour, then cut into 2 cm wide slices.
Place the snails on a baking tray lined with baking paper and bake for 25 minutes at 175° hot air. The snails taste good warm or cold.
For non-vegetarians, you can also add diced salami or ham. You can also add herbs, such as chives or parsley, and garlic.