Peel and finely slice the shallots lengthways.
In a heavy bottomed pan add the butter and allow to sizzle. Now add all of the sliced shallots, season with salt and pepper and allow to cook down for about 10 minutes.
Once the shallots start to lose their volume in the pan, add the wine, thyme and sugar and continue to cook until all of the liquid has evaporated. Once this has been achieved remove from the heat, you should be left with a rich, deep, dark red shallot mixture that sticks together. Allow to cool.
Roll out the puff pastry until it is 3 to 5 mm thick. Brush with an egg yolk and place a ‘sausage’ of the cold shallot mixture 1 inch away from the edge nearest you. Roll up as you would if making a sausage roll. Brush with the egg mix and allow to set in the fridge.
When required place on a non-stick tray and bake at 200°C for 12–15 minutes.
For more inspirational recipes, watch the video on cooking with shallots
Haven't got time to make this from scratch?
Try our ready made version - Tesco Pack Bitesize Sausages Rolls.