To make the dough, combine the flour, masa harina, and salt in the bowl of a food processor and pulse to combine.
Add the cold butter cubes and pulse about 10 times, until the mixture resembles coarse crumbs.
Add the cream cheese in small pieces and pulse until the dough just comes together.
Turn the dough out onto a clean surface, shape it into a disc, and wrap it tightly in plastic wrap.
Chill in the refrigerator for at least 1 hour or up to 2 days.
When ready to assemble, preheat your oven to 400°F (200°C).
In a large bowl, toss together the zucchini, onion, bell pepper, eggplants, and fennel with the olive oil, garlic, thyme, and oregano.
Season with salt and pepper, if desired.
Spread the vegetables in a single layer across two baking sheets.
Roast for 20 minutes, rotating the pans and flipping the vegetables halfway through, until tender and lightly browned.
Transfer the roasted vegetables to a bowl to cool completely.
Once the vegetables are cool, reduce the oven temperature to 375°F (190°C).
Add the drained tomatoes, chopped olives, parsley, Fontina/Asiago, and Parmesan cheese to the bowl.
Toss gently to combine and season with more salt and pepper if needed.
Remove the chilled dough from the refrigerator and cut it into 4 equal pieces. On a lightly floured surface, roll each piece into an ⅛-inch-thick circle.
Mound about ¾ cup of the cooled vegetable filling into the center of each dough circle, leaving a border. Gently fold the edges of the dough inward over the filling, creating 6 to 8 pleats as you go around.
Place the formed tartlets on a tray and chill for 10 minutes to firm up.
In a small bowl, whisk the egg with 2 tablespoons (30 ml / 1 fl oz) of water to create an egg wash.
Brush the dough tops lightly with the egg wash.
Transfer the tartlets to a parchment-lined baking sheet.
Bake for 20 to 30 minutes, or until the crust is a deep golden brown and the filling is hot and bubbling.
Let cool slightly before serving.
Keep your butter and cream cheese very cold, right until you add them to the food processor. This is the secret to a tender, flaky crust rather than a tough one.
Don't overcrowd the baking sheets when roasting the vegetables.
Spreading them in a single layer ensures they roast and caramelize properly instead of steaming, which prevents a watery filling.