- Use a large baking tray. Preheat oven to 220°C. Peel and thinly slice red onions. Peel shallots and cut into quarters.
- On a floured work surface, roll out each piece of pastry to a rectangle of about 30×15 cm. Cut 2 large rounds from each, using a 13–15 cm saucer as a guide; place on the baking tray.
- Beat egg lightly and brush over the pastry, taking care not to let any trickle over the edges.
- Divide the onions and shallots between the rounds, placing a mound in the centre of each one; leave a border of about 2 cm all round. Place 3 sprigs thyme on top of each mound.
- Brush the onion mixture with a little olive oil; season to taste with salt and black pepper. Bake for 20 minutes or until pastries have puffed up and are golden brown.
- To make the salad: place salad greens and walnuts in a serving bowl. Remove rind from stilton. Place cheese in a small bowl, add the cream and mash well. Beat in the walnut oil and sherry vinegar until smooth. Season with a good grinding of black pepper. Pour dressing over the salad; toss gently. Serve hot pastries with the salad.
Using a stout wooden spoon and a sturdy bowl makes it an easy job to mash the cheese and cream together when you are preparing the salad dressing.
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For a milder, sweeter blue cheese dressing, try blue brie, dolcelatte or creamy Blue Castello.