Heat your oven to 200°C/Fan 180°C/Gas 6. Trim the ends off the courgettes. Use a large knife, or a mandoline, to cut the courgettes into long, ½cm-thick slices. Don't worry if they're not perfect, as you'll overlap 2 slices for each cannelloni.
Set a large frying pan over high heat. Add the courgette slices in single-layer batches – no oil needed. Sprinkle with salt. Cook for 2 mins then flip over and cook for 2 more mins till nicely charred. Set aside.
Peel and finely chop or grate the garlic. Finely chop the chilli, flicking out the seeds and white bits for less heat. Set a pan over medium heat. Add the garlic, chilli, 1 tsp oil and a good pinch of salt and pepper. Pick the leaves from the thyme and stir in. Cook for 1-2 mins till softened. Add the passata. Simmer for 10 mins.
Thinly slice the salad onions, trimming off the roots and dry ends. Finely chop half the chervil, leaves and stalks. Tip the sheep's cheese into a bowl. Add the chopped salad onions and chervil. Fold everything together in the bowl with a pinch of salt and pepper.
Lay 2 charred courgette slices on a chopping board, slightly overlapping. Thinly spread 1 heaped tsp sheep's cheese along the length of the courgettes. Gently roll up from one end to the other, making a little stuffed spiral. Place in a small ovenproof dish.
Repeat till you've used up all the courgettes and filling. You should have at least 3-4 rolls per person. Pour the hot passata sauce around the courgette cannelloni. Pop in the oven. Bake for 12-15 mins or till the sauce has thickened a little.
While they cook, use a veg peeler to peel the carrot into thin ribbons. Whisk 1 tbsp balsamic with 2 tsp olive oil and a little salt and pepper. Toss the dressing, carrot ribbons and rocket together. Serve alongside the warm courgette spirals.