Heat the oil in a large frying pan over a high heat and fry the onions, mushrooms and garlic for 8-10 minutes until soft and turning golden. Turn the heat to low, stir in the rosemary and cream and season.
On a floured work surface, roll out the pastry to approximately 30-35cm (12-14in) square and stamp out 9 circles with a 10cm (4in) round cutter.
Spoon the onion mixture onto half of each piece of pastry and sprinkle over the chunks of cheese. Brush the edges of the pastry with beaten egg and fold to enclose the filling. Press the edges with a fork to seal and glaze with the remaining egg. Transfer to a baking tray lined with nonstick baking paper and chill for 20 minutes.
Preheat the oven to gas 6, 200°C, fan 180°C. Bake the pies for 20-25 minutes, until puffed and golden.
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