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 3–4 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 over the filling on each portion.
06 - Fold one long side of the pastry over the filling, then fold the opposite side over 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 for a golden, glossy finish. Using a sharp knife, cut two small slits on top of each roll to allow steam to escape during baking.
08 - Bake in the preheated oven for 20–25 minutes, or until the pastry is puffed and deep golden brown.
09 - Remove from the oven and allow the rolls to cool slightly before serving. Enjoy warm or at room temperature.