PREP - Peel and finely chop the shallots. Wash the thyme, strip the leaves and finely chop. Beat the egg. Grate the cheese. SOFTEN - Melt the butter in a small frying pan. Add the shallots and thyme leaves, sprinkle with a little salt and soften for about 6-8 minutes, stirring frequently. Remove from the heat and leave to cool. BRUSH - On a floured surface, unroll the pastry and brush with the beaten egg. FILL - Scatter the cooled shallots and grated cheese over the pastry, add a generous grinding of black pepper and fold the long sides over towards each other to meet in the middle. Brush a little egg down the centre to stick the two halves together so you have one long, fat strip. CHILL - Chill the pastry in the fridge for 15 minutes. 200˚C - PRE-HEAT THE OVEN TO 200˚C/180˚C FAN/GAS 6 SLICE - Grease and line a baking sheet with baking parchment. Cut the pastry roll into 30 slices and lay them cut-side down on the parchment. Brush lightly with the remaining beaten egg. BAKE - Bake for 10 minutes or until risen and golden brown.