Make the Stuffing: Heat 2tsp oil in a saute pan; add onions, peppers and cabbage. Cook on medium-high flame stirring constantly until the veggies are crisp tender.
Next add paneer, chaat masala, red chili powder, aamchoor and salt. Mix well and cook until paneer is heated through, about 2-3 minutes. Remove from flame and set aside.
For the Wrap: If using the egg, then beat the egg lightly with salt and pepper. Brush one side of the tortilla (or roti) with the egg wash and put this egg side to cook in a lightly oiled skillet.
Brush the other side with the egg wash; flip and cook the second to form the crust. Remove onto a plate and repeat with all the tortillas.
To Assemble: Place 2-3 tbsp of the filling in the bottom half of the tortilla (roti). Fold the bottom of the tortilla onto the filling, then fold both the sides over and roll to encase the filling and form the roll.
Wrap the bottom of the Frankie with aluminum foil and serve hot with a side salad.