Preheat the oven to 180°C. Line a large baking tray with a sheet of non-stick baking paper.
Place the cheese and onion in a medium mixing bowl and season to taste with salt and black pepper. Stir until evenly mixed.
Split the sandwich thins in half and lay them out on a chopping board. Divide the cheese and onion mixture into 6 portions. Place a portion of the mixture onto each of 6 sandwich thin halves. Pile the mixture up in the middle, then gently press down to form a square, leaving a 1cm gap around the edge.
Brush beaten egg around the edge and place one of the remaining sandwich thin halves on top of the filling. Press the centre of the lid down gently with a flat hand, then press around the edges to seal. Use a fork to crimp the edges and seal well. Repeat until you've made 6 bakes.
Place the bakes on the lined baking tray and brush all over with the remaining egg. Place in the preheated oven and bake for about 10 minutes or until golden brown.
Remove from the oven and place on a cooling rack. You can serve these hot or cold, alone, or with a crisp mixed salad or other accompaniment of your choice.