Heat oil in a medium, heavy-based saucepan. Add onion and sauté. Add mushrooms and sun-dried tomatoes and fry for about 2 minutes until soft. Remove from heat.
Place in a food processor with remaining ingredients and blitz to a slightly coarse texture.
Use a potato peeler to cut long, thin strips of cucumber lengthways.
Spread filling onto each strip, roll and secure with toothpicks. Serve immediately.
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