Pre-heat oven to 200 �C / 400 �F / Gas 6. Make the pastry and set it aside to chill. Melt the butter in a frying pan on a low heat. Mix in the onions and cook them until they are just beginning to soften. Mix them with the cheese and parsley.
Divide the pastry in 4 and roll each piece into a round about 15 cm (6 inches) in diameter. Put a quarter of the cheese mixture on one side of each one. Fold over the other side and crimp the edges.
Lay the pasties on a floured baking sheet and brush them with milk or beaten egg. Bake them for 30 minutes and serve hot with a salad and jacket potatoes.
These are also good using crumbled Stilton instead of the cheddar.