In a large mixing bowl, combine the plain flour and diced unsalted butter.
Rub the butter into the flour until the mixture resembles breadcrumbs.
Add the beaten egg and cold water to the mixture, then mix until it forms a dough.
Wrap the dough in cling film and refrigerate for 30 minutes.
In a frying pan, heat a little oil over medium heat.
Add the thinly sliced onions and cook until soft and caramelised, about 15-20 minutes.
Remove from heat and set aside to cool.
Preheat the oven to 180°C (350°F).
Roll out two-thirds of the pastry on a floured surface to fit a greased pie dish.
Prick the base with a fork and blind bake for 10 minutes.
In a bowl, mix together the grated mature cheddar cheese, double cream, salt, black pepper, and a pinch of nutmeg.
Spread the caramelised onions over the partially baked pastry base, then pour over the cheese and cream mixture.
Roll out the remaining pastry to fit the top of the pie, then place it over the filling.
Trim any excess pastry and crimp the edges to seal.
Brush the top of the pie with beaten egg.
Bake in the preheated oven for 35-40 minutes, or until the pastry is golden brown and the filling is set.
Allow the pie to cool slightly before serving.
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