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Heat the oil and butter in a frying pan. Fry the onion and squash for 15 mins until the onion is golden and caramelised, and the squash is tender. Add the mushrooms and cook for another 8-10 mins until the water given off has evaporated. Pour in the marsala and bubble for 2-3 mins until it disappears. Stir in the chestnuts, sage, prunes, relish and breadcrumbs, and season well. Leave to cool.
Unravel one of the pastry sheets onto a lightly floured surface and cut a 2cm-wide strip from one of the long sides of the pastry. Reserve this to decorate. Cut the remaining pastry into four long rectangles – these will be your cracker bases. Cut the remaining pastry sheet into four and chill all the pastry on a lined baking sheet for 15 mins.
Stir the cheese into the cooled filling, then divide the mixture into four portions. Mould into sausages and position on the pastry bases, leaving lots of room for what will be the scrunched ends of the crackers.
Brush the exposed pastry around the filling with the beaten egg and drape over the larger pastry tops, sealing the pastry all around the filling. Trim, if you need to, and pinch in the ends to create the Christmas cracker shape. Press the ends with a fork, trimming again, if you need to, then glaze with more of the beaten egg. Chill for 30 mins or up to 24 hrs. Use the reserved pastry to create stars or Christmas trees, or whatever you fancy to decorate the crackers.
Heat the oven to 200C/180C fan/gas 6. Glaze with more beaten egg and bake for 35-40 mins until golden and puffed. Serve with veggie gravy and plenty of trimmings.