01 - Preheat the oven to 400°F. 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 3-4 minutes until the steak is browned and the onion is soft.
03 - Stir in Worcestershire sauce and English mustard. Season with salt and pepper to taste. 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 rectangle. Sprinkle the grated cheddar over the filling.
06 - Fold one side of the pastry over the filling, then the other, overlapping slightly. Pinch the seams to seal and place each roll seam-side down on the prepared baking tray.
07 - Brush each roll generously with beaten egg for a golden finish. Using a sharp knife, make two small slits on top of each roll to allow steam to escape.
08 - Bake in the preheated oven for 20-25 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.