Make the Shortcrust Pastry:

1. In a large bowl, rub the diced butter into the plain flour and salt using your fingertips until the mixture resembles fine breadcrumbs.
2. Gradually add 2-3 tablespoons of cold water and mix until the dough comes together. Be careful not to overwork the dough.
3. Shape the dough into a round ball, then tightly wrap it in plastic wrap and place it in the refrigerator for 30 minutes to chill.

Prepare the Filling:

1. In a large bowl, mix together the grated cheddar cheese, freshly blitzed breadcrumbs, grated onion, and double cream until well combined.
2. Add the English mustard powder, cayenne pepper, and the freshly chopped chives, parsley, and thyme. Stir everything together.

Roll Out the Pastry:

1. Preheat the oven to 200°C (400°F) and line a baking tray with parchment paper.
2. On a lightly floured surface, roll out the chilled pastry to about 5mm thickness.
3. Cut the pastry into rectangles or squares, depending on your preferred roll size.

Fill and Shape the Rolls:

1. Place a spoonful of the cheese and onion filling in the center of each pastry square or rectangle. Fold the pastry over to encase the filling, sealing the edges by pressing them with a fork.
2. Brush the tops of the rolls with the egg yolk to give them a golden, shiny finish.

Bake the Rolls:

1. Place the rolls on the prepared baking tray and bake for 20-25 minutes, or until they turn golden brown and crisp.
2. Once baked, remove from the oven and allow to cool slightly before serving.