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First, make the pastry. Tip the flour into a bowl. Holding the block of butter in its wrapper, grate it directly into the flour (you may need to dip the end of the butter into the flour occasionally if it becomes sticky). Add the cayenne pepper, mustard powder and half the beaten egg, and season with a pinch of salt. Bring everything together with your hands until the mixture starts to clump together. Tip the pastry onto the work surface and knead very briefly into a smooth ball, adding up to 3 tbsp cold water if it’s too dry. Squash the pastry into a disc. Wrap and chill while you make the filling.
Heat the oil in a frying pan and cook the onions and thyme leaves for 8-10 mins until the onions have softened and started to caramelise. Tip into a bowl and leave to cool. Once cool, mix in the grated cheese, mustard and spring onions.
Heat the oven to 200C/180C fan/gas 6 and line a baking tray with baking parchment. Roll the chilled pastry out on a lightly floured surface to the thickness of a £1 coin. Cut out as many 10-12cm circles as you can (you can use a cup or mug as a template), then re-roll any off-cuts and repeat. You should get about 10-12 circles in total.
Spoon a mound of the filling into the centre of each pastry circle, leaving the edges clear. Working with one circle at a time, brush a little of the remaining beaten egg around the edge, then bring two sides up to meet in the middle in a half-moon shape. Pinch the pastry together, crimping the edge to seal. Transfer to the baking tray and repeat with the remaining pastry circles and filling. Brush all the pasties with some beaten egg. Will keep frozen for two months.
Bake the pasties for 20-25 mins (or 40-45 mins from frozen) until the pastry is deep golden brown. Leave to cool for at least 10 mins before eating warm, or cool completely and pack into containers for a picnic. Will keep in an airtight container for up to three days.