These lovelies are perfect with cocktails before dinner - smoking jacket optional. You can make it veggie by leaving out the ham. Basically, you make a 'duxelles' of mushrooms, a punnet of them, any sort will do, by blitzing in a food processor or chopping very finely on a board with a big knife. Do the same with a small onion, and also blend 3 or 4 slices of Parma Ham if using. In the food processor, after all the other chopping has been done, blitz a slice of bread to crumbs - white or wholemeal, no matter. This will also 'clean' the bowl and make it easier to wash. Now, slowly cook the mushrooms and onions in about 25g of butter until quite dry - this will take a good 20 minutes over a lowish heat. Mix in the ham, the breadcrumbs, an egg, some fresh thyme and a little salt and pepper to taste - I add a splosh of sherry too which deepens the flavour. Allow to cool completely. Now, assemble 'sausage rolls' using the cold mixture, by spooning it down the length of a strip of puff pastry, fold the edge over to seal, and cut on the diagonal to make little mushroom rolls. Brush with another beaten egg, and bake at 180C until lovely and brown and crisp. Any leftovers freeze really well, either cooked or raw.