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First make your onions – melt the oil and butter over a medium heat in a heavy bottomed pan with a lid.
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Stir your onions into the melted fat, seasoning well with the salt and pepper.
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Turn the heat down as low as it will go, cover and cook for 40-60 minutes until browned, not burnt and caramelised around the edges – you’ll need to stir them about every 10 minutes to ensure they don’t stick.
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When well browned, pour in the Marsala (or balsamic) and reduce following with the sugar, stirring until dissolved and sticky – pop on a plate to cool and leave to one side.
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Take half your dough and roll out into a large square on a well floured surface to just less than 1 cm thick.
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Trim the edges of your pastry then cut into squares about 10-12cm big if using Portobello mushrooms but you could make bite sized versions using halved button or chestnut mushrooms.
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Transfer to two baking sheets lined with parchment or reusable silicone paper then bring two opposing edges up to meet in the middle – cover with oiled cling and prove for one hour.
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Uncover the pastries and brush with egg wash.
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Pop a spoonful of the onions on top of the fold, sit a slice of mushroom on top then spritz with your oil spray if using – sprinkle with oregano and bake at 200°C until puffed and the pastry golden (20-25 minutes).
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As soon as they come out of the oven, grate a fresh sprinkle of Parmesan over each pastry – a light scattering is all you are looking for.
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Cool slightly on a baking rack and eat warm.