01 - Preheat the oven to 400°F (200°C). Line a baking tray with parchment paper.
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 and the onion is soft.
03 - Stir in the Worcestershire sauce and English mustard. Season generously with salt and freshly ground black pepper. Remove from heat and allow the mixture to 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 over the filling.
06 - Fold one side of the pastry over the filling, then fold the other side over, overlapping slightly. Pinch the seams firmly to seal and place each roll seam-side down on the prepared baking tray.
07 - Brush each roll with beaten egg for a golden finish. Using a sharp knife, make two or three small slits on top of each roll to allow steam to escape.
08 - Bake in the preheated oven for 20 to 25 minutes, or until the pastry is puffed and deep golden brown.
09 - Allow the rolls to cool slightly on the tray for 5 minutes before serving. Serve warm with brown sauce or ketchup on the side.