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The onions can be cooked in the microwave or on the hob. To microwave, put the sliced onions in a heatproof bowl with a splash of water, cover and microwave on high for 8 mins, stirring once halfway through. Alternatively, melt the butter in a saucepan over a medium-low heat and fry the onions for 10-15 mins, stirring frequently until softened. Transfer the onions to a plate and leave to cool.
Heat the oven to 190C/170C fan/gas 5 with a baking sheet inside. Lightly beat two of the eggs, then stir into the cooled onions along with the cheese. Season well. Unravel one sheet of pastry and use it to line a pie dish, pressing it up the side. Trim the edges and use the offcuts to patch any tears or cracks.
Spoon the filling into the pastry case, gently patting it down with the back of the spoon. Beat the remaining egg and brush a little over the exposed pastry rim. Unravel the second pastry sheet over the top, sealing the edge with your fingertips. Trim any excess, then crimp the edge or press with a fork to fully seal. Poke a small hole in the middle to allow steam to escape, then brush the top with the remaining beaten egg.
Bake the pie on the hot baking sheet in the oven for 40-50 mins until golden brown all over. Leave to cool for a few minutes before slicing and serving, or leave to cool completely and serve cold. Will keep chilled for up to four days.