Heat the olive oil in a medium saute pan, add the diced vegetable and season with salt and pepper. Cook for 2 minutes. In a bowl, combine the vegetables, cheeses and egg. Adjust the seasonings. Set aside. Carefully clean the squash blossoms free of dirt and split the squash end in half lengthwise (not cutting it free from the blossom) to open it up for better cooking. Open the blossom end and divide the filling among the blossoms, closing the end back up after it has been stuffed. Prepare the coulis and tempura batter.