Peel and chop the carrots. Peel, deseed and cube the squash. Slice the leek, finely chop the garlic.
Heat the olive oil in a pan and cook the squash, carrots, leek and garlic for about 30 minutes until they're softened, stirring occasionally. Add a drop of water if it starts to catch.
Let the mixture cool, then crumble in the feta, add dill, cumin seeds and cayenne pepper, and season with salt and pepper.
Remove the hard part of the stem of the cabbage leaves. Blanch them in lightly salted water for 2-3 minutes, then drain.
Put a large spoonful of the mixture onto a cabbage leaf, then turn two sides in and roll it up to create a little parcel. Repeat this process with the other leaves.
Put the rolls closely next to each other in a large, shallow saucepan. Pour over the stock, and simmer gently for 10 minutes under cover.
Serve warm.