Preheat your oven to 200°C (392°F). Line a baking sheet with parchment paper for easy cleanup.
Gently roll out the thawed puff pastry on a lightly floured surface to about 0.5cm thickness. This helps relax the dough and makes it easier to cut.
Cut the pastry into squares or circles using a sharp knife or pizza cutter, depending on your preferred shape. Arrange them on the prepared baking sheet.
In a skillet over medium heat, cook the chorizo until it’s fragrant and slightly crispy, about 5 minutes. Remove from heat and crumble if needed.
In the same skillet, add sliced onions and cook slowly until caramelized and jammy, about 10 minutes, stirring occasionally. Add chopped thyme towards the end for aroma.
Spread a small spoonful of caramelized onions and crumbled blue cheese onto the center of each pastry square or circle.
Top the fillings with slices of apple and the cooked chorizo, distributing evenly across all pieces.
Fold the pastry over the fillings if using squares, pressing gently to seal, or top with another pastry circle and pinch edges. This creates a pocket or sealed top.
Brush the tops of each pastry with beaten egg to give a shiny, golden finish once baked.
Bake in the preheated oven until the pastries are puffed and golden brown, about 15-20 minutes. Keep an eye on them to prevent overbrowning.
Remove from the oven and let cool slightly on a wire rack. The filling should be bubbling and pastry crisp.
Serve these warm or at room temperature, enjoying the flaky, savory bites with a delightful combination of spicy, sweet, and tangy flavors.