Pre-heat the oven to 180°C/350°F and line a baking tray with baking paper.
Steam the cauliflower until cooked but not mushy.
In a small saucepan, melt the butter then whisk in the flour to create a roux.
Slowly pour in the milk (you might not need all of it) whilst continuously whisking and allow to cook over low heat until the sauce is thick and smooth (approximately 5-10 minutes). You want the sauce to be slightly thicker than a normal bechamel.
Take the sauce off the heat and add the cheese, mustard and cayenne pepper and season to taste.
Stir in the cooked cauliflower then set aside.
Roll the pastry out on a flour surface then cut each roll into 6-8 squares.
Place a pastry square on the baking tray then spoon in a generous spoonful of the cauliflower mixture. Bring four corners into the centre and pinch together slightly (they might come loose but that's fine).
Continue until you've used all the pastry and all the cauliflower cheese mixture.
Brush the pastries with beaten egg then place in the oven.
Bake for 15-20 minutes until the pastry is golden brown and crisp.
Remove from the oven then top with grated parmesan cheese (optional) before serving.