Place the beef mince and onion in a large mixing bowl. Squeeze the grated carrot and courgette gently to get rid of any excess liquid, then add to the bowl with the herbs, breadcrumbs and Worcestershire sauce. Season with salt and pepper.
Use your hands to mix everything together very well until everything is combined. Divide the mixture into 8 equal balls and shape each ball into a patty.
Heat a little sunflower oil in a griddle pan or frying pan over a medium heat. Fry the patties for 5 minutes per side, or until cooked through.
To assemble: cut the cocktail rolls in half and top with with some fresh lettuce, a slice of tomato, the cooked patty, a slice of cheese and your favourite sauce. Serve with sweet potato fries.