Preheat oven to 180 °C (or 160 °C fan), and line baking sheets with parchment.

Prepare the filling: heat olive oil in a skillet, and sauté onion on medium heat for about 5 mins until soft; set aside to cool.

Transfer the cooled onion along with its oil into a bowl, add the rest of the filling ingredients, and mix well. Taste and adjust seasoning.

Fill: lay out the puff pastry on the work surface, and slice it into rectangular pieces 6 x 8 cm; place 1 tsp of filling along the short edge of a pastry piece, and roll it. (No need to roll tightly, the filling will peep out at the edges during baking.)

Bake: arrange the filled turnovers on baking sheets, with the seam on the bottom; wash with egg and sprinkle with sesame. Bake for about 30 mins until golden.