To prepare crust: Add rye flour, all-purpose flour, sugar and 1/2 teaspoon salt to a food processor fitted with the steel blade. Pulse until combined. Add butter and pulse until it is pea-sized. Add 1/2 cup water; pulse until the dough just begins to hold together. Add more water by the tablespoon, if needed. Turn the dough out onto a lightly floured work surface. Gather and press together, then shape into a 1-inch-thick square. Wrap in plastic and refrigerate for at least 1 hour or up 1 day.

To prepare vegetable topping: Preheat oven to 450 degrees F.

Quarter fennel bulbs lengthwise, then thinly slice crosswise. Toss the fennel, leek, oil, thyme, 1/4 teaspoon salt and pepper in a large bowl. Spread out on a large rimmed baking sheet. Roast in lower third of oven, stirring twice, until lightly browned, 18 to 20 minutes.

To prepare cheese filling: Combine fromage blanc (or ricotta), salt and egg in a medium bowl.

To assemble tarts: Let the dough stand at room temperature for 10 minutes. Line a large rimmed baking sheet with parchment paper. On a lightly floured work surface, roll out the dough to a 14- to 15-inch square about 1/8 inch thick. Cut into 9 equal-size squares. Spread a heaping tablespoon of the cheese filling on each square, leaving a 1/2-inch border. Top with about 1/4 cup of the roasted vegetables. Fold all sides of the dough up about 1/2 inch, as if you're making a box, stopping within 1/2 inch of the corners. Pinch each corner together firmly. Transfer the tarts to the prepared baking sheet. Loosely cover with plastic wrap and refrigerate for at least 1 hour or up to 1 day.

To bake tarts: Preheat oven to 400 degrees F.

Uncover the tarts. Bake until the crusts are browned, 30 to 35 minutes. Serve warm or room temperature, sprinkled with Pecorino (or Parmesan), if desired.