Line an oven tray with baking paper and set aside.
Heat the olive oil in a large frying pan / skillet and sauté the onions over medium heat for 5- 7 minutes, or until golden and soft. Transfer to a bowl and allow cooling for 10 minutes, before adding the cheese, parsley, mustard, and Worcestershire sauce.
Mix well, then add 1 beaten egg to the bowl, with salt and pepper to your taste, and mix well again.
Using a cake pan or dinner plate as a guide, cut each sheet of pastry into a 9 inch (23 cm) circle.
Lay one sheet of pastry on the prepared baking tray. Place a large spoonful of the cheese mixture over the pastry base, piling it higher in the middle, and leave a narrow border around the edge.
Lightly brush the border with some of the second beaten egg place the remaining sheet of pastry over the filling, stretching lightly if necessary to neatly fit the bottom sheet press and seal the edges well brush the top with the remaining beaten egg, and cut two slits in the top to allow the steam to escape.
Bake in the oven for 10 minutes, at 200° C /370 F before reducing the heat to 350°F / 180°C, cook a further 20-25 minutes or until pastry is crisp and golden brown.
Serve and Enjoy!