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Step 1
Heat the oven to 200°C/180°C fan/gas Spread the walnuts out on a baking tray and toast for 6 minutes. Remove and leave to cool, then coarsely chop.
Step 2
Roll out the pastry on a lightly floured surface to a 40cm x 26cm rectangle, then cut in half lengthways to make two long strips.
Step 3
Put the pork sausagemeat, walnuts, stilton, dates and parsley in a mixing bowl, then mix together with your hands until well combined. Divide the mixture in half and shape each half on a sheet of cling film to make 2 long sausage shapes the same length as your pastry.
Step 4
Lay one sausage down the centre of each piece of pastry, brush 1 edge of the pastry with a little beaten egg, fold over the pastry and press the edges together to seal. Mark along the edge with the tines of a fork. Cut each strip across to make 12 rolls (see Make Ahead) or chill, spaced slightly apart, on buttered baking sheets, loosely covered with cling film, until ready to bake.
Step 5
Brush with a little more beaten egg and bake for 15-20 minutes until puffed and golden brown. Serve warm.