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Make the bread mix following pack instructions. Heat a large non-stick pan. Brown the sausages quickly, remove and set aside. Roll out the dough and cut into 4 diamond shapes measuring 12cm each side (you may need to re-roll the excess to make the final one).
Heat oven to 200C/180C fan/gas 6. Spread the mustard over each diamond and scatter over the cheese. Lay 2 sausages in the middle, then fold up the bottom point and bring the two side points across. Press to seal, then brush with egg and transfer to a baking tray. Leave to puff up for 5-10 mins then cook for 15-20 mins until golden.
While the pasties are baking, tip out most of the fat from the pan you cooked the sausages in, then fry the onions for 10 mins until starting to soften and caramelise. Tip in the sugar and vinegar and cook for 10 mins more. Serve the pasties with the sticky onions and ketchup, if you like.