Let the clarified butter get hot and briefly fry the vegetables and coppa in it. Stir in the chives. Season to taste with salt and pepper.
Cut the puff pastry into rectangles and cover with vegetables. Mix egg yolks with milk. Use this to coat the edges of the pastry sheets. Press the plate edges together to form pockets.
Brush a baking sheet with oil. Brush the puff pastry with the rest of the egg-milk mixture, place on the baking sheet and put in the oven. Bake for about 25 minutes.