01 - Preheat the oven to 400°F (200°C). Line a baking tray with parchment paper and set aside.
02 - Heat olive oil in a frying pan over medium heat. Add the diced steak and chopped onion; cook for 3 to 4 minutes until the steak is browned on all sides and the onion is softened.
03 - Stir in the Worcestershire sauce and English mustard. Season generously with salt and freshly ground black pepper. Remove from heat and let the mixture cool slightly.
04 - Unroll the puff pastry sheet onto a lightly floured surface. Cut the sheet into four equal rectangles.
05 - Spoon the steak and onion mixture evenly down the center of each pastry rectangle. Sprinkle the grated cheddar cheese generously over the filling on each portion.
06 - Fold one long side of the pastry over the filling, then fold the opposite side to overlap slightly. Pinch the seams firmly to seal and place each roll seam-side down on the prepared baking tray.
07 - Brush the top of each roll with beaten egg to ensure a rich golden finish. Using a sharp knife, cut two or three small slits on top of each roll to allow steam to escape during baking.
08 - Bake in the preheated oven for 20 to 25 minutes until the pastry is puffed and deeply golden brown.
09 - Allow the rolls to cool for 5 minutes on the tray before serving. Best enjoyed warm with brown sauce or ketchup on the side.