Mix the feta cheese, cream cheese, cream, freshly ground pepper and salt cut into small pieces in a blender until a thick liquid is formed.
Clean the vegetables and cut into bite-sized pieces. In a saucepan with plenty of salted water, cook the cauliflower, broccoli and leek for 10 minutes (possibly longer depending on your taste). Remove and set aside. Dice the pumpkin, cut the mushrooms into slices and fry them with the olive oil until golden. Season with salt and pepper and add to the cooked vegetables.
Add the feta cheese sauce and sprinkle with the paprika powder.