Grate or finely dice any cheese you are using and mix together.
Roll out the thawed puff pastry into a large rectangle on a floured surface then slice into 6 squares.
Place a teaspoon of onion marmalade onto the pastry then add a generous handful of filling.
Brush the edges with beaten egg. Fold the one corner of pastry over to the opposite side and seal the edges by crimping with a fork.
Brush the tops of the pastries with egg and scatter over sesame seeds.
Place onto a greased baking sheet (or use parchment paper) and place in a preheated oven. Bake for 15-20 minutes until golden brown and cooked through.
Remove from the oven and allow to cool for 10 minutes before serving.