Place the puff pastry slices next to each other and let them thaw for about 5 minutes. In the meantime peel 2 shallots and dice them finely. Wash parsley, dab dry and chop finely, except for a little bit for garnishing.
Remove toast crust. Grind bread slices finely in the universal chopper. Stir horseradish, parsley, shallots and ground toast until smooth. Season with salt and pepper. Place 4 puff pastry slices lengthwise, slightly overlapping, one behind the other and press each slice firmly against the next.
Spread 1/3 of the horseradish mixture on the front 1/3 of the pastry sheet and place the pork loin on top. Stir the egg yolks with 1 tablespoon of water until smooth. Spread the rest of the horseradish mixture on the Kasseler and roll it into the dough.
Spread the sides with egg yolk and close them. Then place them with the seam facing down on a baking tray lined with baking paper. Cut the rest of the puff pastry sheet into strips with a pastry wheel or knife and place them on the cured pork loin.
Brush the puff pastry with egg yolk and bake in the preheated oven (electric oven: 200 °C/ gas: level 3) for about 1 hour. In the meantime, clean the broccoli, divide into small florets and wash. Clean, peel and thinly slice the carrots.
Peel the remaining shallots and cut them into slices. Heat the fat in a pot and sauté the shallots in it. Add carrots and broccoli, deglaze with broth and steam for about 5 minutes. Season with salt and nutmeg.
Stir the starch with 1 tablespoon of water until smooth and bind the vegetables with it. Slice the sliced pork loin, arrange on a plate with the vegetables and garnish with the remaining parsley.